Preheat oven for 425°F. Using a fork, poke the spaghetti squash several times all over. Microwave for 10 minutes on high, flipping half way through the cook time. Cut squash in half and remove seeds. Using a fork, gently scrape the flesh to form “spaghetti strands.”
In a medium skillet over medium heat, add oil, onion, and peppers. Cook until slightly softened, about 5 minutes. Add garlic. Sauté 1 minute. Add canned tomatoes, cumin, chili powder, salt, and pepper, and let simmer 10 minutes.
To construct the dish, divide the sauce among each of 4 squash halves. Using a spoon or spatula, fully mix the tomato sauce with squash strands. Make a divot in the center of each boat and crack an egg into the divot.
Place each squash half on a baking sheet. Use aluminum foil to secure the squash halves if they roll. Bake 10 minutes. Remove from oven, top with cilantro, and serve immediately.