Given the time, I always finish it in the oven. I dislike finishing it on the stove because most of the egg will be "very well done" by the time the top is somewhat cooked. Covering it makes for an odd texture too. In the oven, it cooks through evenly (and I prefer it to be very soft). Can take quite some time though since I "bake" it at 170-220°F (but I suspect the actual temp is lower than that). Going too high and the surface of the egg gets dried out which makes for a weird texture (but still better than the stove option).
I like to use those Spanish/Portuguese clay tapas plates. Guess I should heat them on the stove prior to filling the hot shakshuka and room temp eggs in it, that might cut some time.