Start the thread near the eye and lash the lead dumbbell eyes on top of the shank a short way back from the hook eye with tight figure-8 wraps. The weight sinks the egg quickly and rides it hook-up.
Run the thread back to the middle of the shank.
Stack one or two short tufts of egg yarn across the shank behind the eyes and bind them down with a couple of firm wraps so they flare up all around.
Gather the yarn upward, pull it into a ball, and take a few tight thread turns at its base to cinch it into a round egg shape.
Trim the yarn into a tight sphere with sharp scissors.
Whip finish behind the lead eyes and add a drop of cement.