I've used chicken eggs and plastic eggs for Easter baskets to make polymer eggs. Either are usually fine, if the plastic will take the heat. With hen's eggs, you drill a hole in each end, insert a skinny skewer to break the yolk and stir up the contents, then blow until your cheeks give out to clear the egg. Let them dry completely before you try to cover them.
With plastic eggs, I glue the two parts together with crazy glue, cut off the hinge, cover with a base sheet of clay and make sure it's very smooth and even, drill a hole in the bottom with a small drill bit, then cure. This gives me a sturdy egg to cover with slices or otherwise decorate further.
When you're putting the slices on, try to get them to touch and push up next to each other. Fill in between the slices with pieces of more slices if you need to - or with the background color. I use rollers and brayers to get the outer canework as smooth as possible, but I still have to sand the heck out of eggs to get them even and smooth. I use a Black and Decker sanding mouse for things like this, where I have to take off a lot of material. It's small and precise, but it will definitely undo thick spots and reshape an egg where the slices are too thick.
There is a TON of information about eggy stuff on Diane Black's site:
http://glassattic.com/polymer/eggs.htm
Show us some pictures when you're done!
Elizabeth
Web Mistress & Discussion Board Host, PCE