"Many cuisines have their version of Eggs in Purgatory, which is basically eggs cooked in tomato sauce. I also happen to like the Middle East/North African style, which is called shakshuka." - Rachael Ray
Heat a medium-large cast-iron skillet or other ovenproof skillet over medium-high. Preheat the oven to 375°. Add the oil to the skillet, two turns of the pan. Add the onion, chopped celery, and garlic; season with salt, pepper, and the paprika. Cook, stirring occasionally, until the vegetables soften, about 5 minutes. Add the peppers and chorizo. Cook until the fat renders, 2 to 3 minutes. Add the sherry vinegar to the pan. Stir in the tomato sauce and Tabasco. Make 4 wells in the chunky sauce. Crack 1 egg into a ramekin, then drop into a well in the sauce. Repeat with the remaining 3 eggs.
Transfer the skillet to the oven. Bake until the eggs are soft to medium poached, 12 to 15 minutes.
Top with the chopped parsley and celery leaves. Serve from the skillet into shallow bowls. Pass crusty bread alongside.