Preheat oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper.
Toss sweet potatoes, harissa, and paprika together in a bowl until coated; spread onto the prepared baking sheet.
Bake in the preheated oven for 10 minutes; stir sweet potatoes and continue baking until tender and lightly browned, 10 to 15 minutes more.
Heat oil in a pot over medium heat; add shallot, ginger, and garlic. Cook and stir until fragrant, about 1 minute. Add quinoa, coconut milk, and chicken broth; bring to a boil. Reduce heat and simmer until quinoa is tender, about 15 minutes.
Stir kale, lemon juice, and sweet potatoes into quinoa mixture. Top each serving with feta cheese and cilantro.