we have actually used a shock collar also and we had it turned up all the way and zapped him when he had an egg in his mouth and he just sat there looking at us with his neck just twitching and that was the only indication that it was working was his neck twitching
Well then you've either got yourself one tough bull headed dog or you have a cheap pos shock collar. I use a tri tronics brand, it is made for hunting dogs, it is waterproof and will reach out a long ways and nail the dog, I used to have a Petmate from the local farm supply sporting goods section, it was garbage, something for people to use on their lap dogs who never wander more than 20 feet. If you turn up my collar the dog will know he's getting bit and jump and yelp not just twitch, also possibly the contacts are to short for his fur or the collar isn't tight enough to give him a good zap. I would make sure your collar is sufficient then nail him whenever he even looks at an egg, don't even let him pick it up first. Do that enough times and he should learn, but you need good equipment and a dog that is capable of learning.