There is so much on this site about worming, a good search will bring up most of the information. Some wormers work on most everything, like Invermectin or Safeguard (panacur). I prefer Eprinex Pour On cattle wormer because for cattle, there is no milk or meat withdrawal time, so to me, that translates to no withdrawal time for eggs.
Worms in eggs usually only happen when they are heavily infested and if they are, they won't look all that healthy--thin, dull feathers,etc.
First time I wormed them, I saw a worm in one bird's poop so treated them all. The subsequent wormings I did because we saw lots or roundworms on top of the soil and felt it'd be a good idea. You can go years without worming birds, though. If they look healthy, you see no worms in poop, then I wouldn't necessarily worry about it.