Yes, the key word here being "slooooowly," lol. You don't notice the levels of oyster shell or grit really going down from day to day (in their separate dishes) but they do need both. Put them in heavy flat pans they can't knock over, or in plastic bottles with a hole cut out for their heads...
This is a soft-shelled egg, it happens when pullets first start laying sometimes. No big deal. Clean it up and don't let them eat it so they don't become egg-eaters.