Hi Mike,
Sorry for the late reply - I have been in the Dolomites (more later..

).
I use a Nikon Plan 10x objective on a wide open Sigma 105 macro. The egg is set on a Newport stage and moved with a micrometer screw - about 2 thou per shot. Natural light, if possible, with a home made foil reflector. Anything from about 20 to 150 shots put through a Zerene Stacker (absolutely brilliant and very intuitive, which it would need to be for me to use it

). It's a bit hit and miss to start with, but it gets easier as you go on. I used to use a ring flash and polystyrene cup diffuser, but found it difficult to get the WB right. As long as you can get an exposure of around a twentieth, it seems OK. On of the difficulties is lining the camera and object accurately, so that the egg does not track across the frame as it is moved. Always check that before you start shooting. Have a look at
www.photomacrography.net for advice on just about any aspect of this stuff.
Look forward to seeing some results.
Tony.