The egg doesn't need to have an exploding animation, there is an effect in the engine called gore/shouldgib which makes any model explode to pieces...
Search around about shoulgib/gore, i remember i did it in the past, i created an entity which when destroyed was exploding to pieces and it worked well, but i cannot find the code anymore..
Also, the pieces will not be flesh/bones etc it will actually be parts from the entity's model