After learning my first flock of pullets came carrying MG several years ago, I read and researched everything I could possibly find on the disease. I found much more info overseas than in the U.S., since MG (and MS) are endemic in many foreign commercial flocks. There was a long-term study by I THINK the University of Bangledesh, where it was determined that approximately 40% of eggs were infected with MG, but only IF the hen that laid the egg was symptomatic. The number was much less for hens that were symptom-free, but I can't remember the number. Also, I tried to find that study again last year since I read it years ago, and had no success.
Another disease that can be transmitted through the egg that I researched last year is Lymphoid Leukosis. I didn't find any satisfactory info, as far as the rate of vertical transmission.
But an issue that might interest you is that there have been BYC members who accidently introduced Marek's into their flock through hatching eggs. Marek's Disease is not transmitted vertically (hen to chick), so how did that happen? The virus was on the Surface of the hatching eggs!

Once again, I can't remember the user names of members that this happened to (im getting old), but I remember reading their posts, and there were at least 2. I looked into some studies on this topic after reading those posts, and yes it is true; that can happen. I would be equally concerned about diseases on egg shells as within eggs. To gauge the risks, I think you would have to research every chicken disease both vertically transmitted and not, learn how long the bacteria or virus remains viable outside the chicken (if not vertically transmitted), and also locate case studies for each disease. But same as buying chicks from a reliable hatchery is the safest way to keep avian diseases out of one's flock, the same is true of hatching eggs.