NO Sharpie pencil works!
We use a sharpie and have never had a problem. If your hen is in where other hens may lay eggs which end up in her nest you will want to either put a mark on 2 sides of them or just draw a plain line around the center of the egg so no matter how it is positioned in the nest it will be seen. Then you can quickly tell which eggs are imposters without even having to handle the eggs.