Considering that my current theory that the Pokemon is grown in a pocket dimension inside of the egg shell, I'm pretty sure eating it would be a bad idea all around.

[Yeah Ray's distracted again. Congrats, Egon! His arms are now around you again.]

... Actually, know that you mention it, the egg shells seemed a lot tougher than most normal shells. Not that I tried breaking it, but just by knocking on it I could tell that they felt unusually thick.