Heat 2 tablespoons of cooking oil (coconut oil, avocado oil, almond oil, or olive oil) in a medium-sized skillet over medium-high heat. Add the peppers, paprika, cumin, and sea salt, and saute, stirring occasionally, until peppers begin to soften and brown, about 5 to 8 minutes.
Heat a skillet over medium heat with just enough oil to coat the surface (note: for a 2-egg omelette, use a 6 to 8-inch skillet, and for a 3-egg omelette, use a 10-inch skillet). Whisk together 2 or 3 eggs in a bowl with a pinch of sea salt. Pour the eggs into the hot skillet and allow them to cook 3 to 5 minutes, until the omelette is mostly set up. Flip and allow omelette to cook another 30 seconds to 1 minute, or until eggs are cooked through. Repeat this process with remaining eggs.
Stuff the omelettes with desired amount of peppers. Top with cotija cheese, avocado, plain yogurt, and salsa.