Do I need grit if feeding an egg?

No, but why not start them on some grit anyways? Grit is a natural requirement for birds, since they don't have teeth! I know "they say" it's not needed, but God gave them a gizzard and a desire to eat small pebbles for a reason! There have been some studies done that state that chickens supplied with grit grow faster than those not supplied. The easiest and most beneficial way to get them that grit that they crave (IMO) is to plop a plug of sod from your yard (be sure it's not been treated with insecticides or herbicides) into the brooder. I like to put it upside down. It will give them: a healthy dose of micro flora to jump start their gut flora and help them to build their immunities, grit, minerals, little seeds and bugs, their first greens, and their first dust bath. They'll have a blast with it!