Foam is not difficult to work with If you could find out what the durometer is of the material you are having success with then you can buy blank sheets and fabricate what you want. Durometer is the measure of the hardness of foam or rubber materials. 0 being dead soft 100 being close to that of metal. The deal is with eggs you need to allow them to move a little without coming to a dead stop against something hard.... Like another egg or the side of the box. (yep I did packaging design once in a past life)
So the Hole in the foam with the foam base and top is in my opinion the perfect packageing for this type of application. That being said... you can make it yourself if you are handy.
Most foams can be cut with a plain old electric knife.... Or a box knife but in order to cut with a box knife you have to compress the foam completely in order to keep it from tearing. Electric knife is the best easiest. Then for the holes for the eggs you need a specific tool. The packaging people will just make a steel rule die to cut the foam then all the holes will be cut at once. But most people don't know how to make one. So go to a place where they sell leather working tools. and get a hole punch. I believe you can get them ranging in size from half inch all the way up to two inches in diameter. They are sold individually and can be sharpened when needed.
The way you use it is place the foam on a work surface that is either made of wood or plastic so that when the hole cutter goes through the foam it will sink into the work surface completing the cut without dulling the tool. Just press the die down till it bottoms out then give it a couple of whacks with a mallet. Id choose a cutter smaller than the egg by a bit. And then the nice part about this is you can take the plug out and cut it in half to help center the egg in the hole.
Now if you wanted to put it in a Cherry lock box I could design that for you as well.... LOL... But the beauty of making it yourself is you can cut the foam to fit something like..... say .... a golf bag?