PREHEAT oven to 400F. Line a large baking sheet with foil. Lightly spray with oil.
STIR tomatoes with mini cucumbers, shallot and 1/4 tsp salt in a small bowl. Refrigerate, covered, until ready to serve.
MICROWAVE squash until slightly tender, 3 to 4 min. Cut stem and pointed end off squash. Cut crosswise into 4 1/2-in. slices. Cut out and discard seeds to make rings. Stir canola oil with Madras curry paste and remaining 1/4 tsp salt in a small bowl. Brush over both sides of squash rings. Arrange squash on prepared sheet. Bake in centre of oven for 15 min, then carefully crack 1 egg into each ring. Continue baking until egg whites are set but yolks are still runny, 5 to 6 more min.
DRAIN tomato mixture of any excess liquid. Stir in yogurt and cilantro. Serve with squash.