This mosaic egg was done (one of the first I did, as I recall) with egg shells that were dyed with traditional pysanky dyes, which are pretty intense compared to the typical egg dyes that one gets in the craft stores.
Eggs are emptied of contents (not necessarily carefully, but just any old cracked (and hopefully eaten) egg shells, and the little membrane on the inside of the egg shell removed with water and slight rubbing, and dried. I used yellow (as is typically done for pysanka, as a mordant and then moved the egg shells into the dye that I wanted them to be (in this case pink, green, and there are some natural brown shells as well. My tongue in cheek – art in this egg is that the egg shells at the top of the egg are expressly saved from the egglands’ best eggs, where they have their little “mark” unfortunately, washing the egg shells from egglands best marked eggs smears the mark a little. But you can still see it.
White glue is used to attach the mosaic pieces, and I think this coating is probably polyurethane.