Heat the olive oil in a pan, add garlic and cook for 1 minute. Add the tomatoes and cook for a few more minutes until soft. Stir in oregano, remove from heat and set aside.
Mix the eggs, milk, grated feta cheese, salt, pepper and nutmeg in a bowl. Heat the butter in a pan. Dip the sliced brioche into the egg mixture and fry for 2-3 minutes on each side, until browned.
Place brioche slices on a baking sheet. Top each brioche slice with some of the warm cherry tomatoes and a slice of feta cheese. Broil in the oven for a few minutes until the cheese is melted and has turned slightly golden brown.
Sprinkle with paprika and serve.