If they are not consuming a layer feed, then they'll eat the crushed egg shells for their needed calcium. You can just put it in a small feeder near the food, so they can eat it at their will. Their bodies will tell them how much they need. If they are eating a layer feed, they don't need any extra calcium.
We actually heat ours in the toaster, but I've read on here that most don't. I find though, that trying to crush them with wet egg stuff inside is messy and sticky, and toasting them dries that stuff out.