It really dont have to be a zip-lock either. Make it out of anything you want. Got a babyfood jar? Waterproof the probe on your thermometer, place in jar of water and Saran Wrap the top (to prevent the water from drying out). Let your imagination run wild and use whatever you have available.
The only thing the WW is doing is creating a mass that heats and cools at about the same rate as an egg so you dont drive yourself nuts adjusting temps. In fact, your improvised WW dont have to be egg size, it can be any size, it is only there to show what temps are in your incubator steadily (keep in mind if you use a big heat sink and your temps fluxuate, you wont see it as easily, hence the reason for keeping the WW at egg size but a quart mason jar would work fine). The egg size just will show you if your wafer is going south and keeps room in your encubator for eggs, not glasses of water.
The smaller the incubator, the more prone this temp swing seems to be. Also, the heater is at the top, Im sure everybody has watched the light turn off and watched the temp plumit only to have it spike when the light comes back on. Once you put the WW in the incubator, you can see the temp is fairly steady. I bet alot of wafers got thrown out way before thier time because of this.
The temp swings are not as much of a problem or seen in a larger incubator and ones that have a fan to circulate the air.
Using a WW as a heat sink is an old trick for refriderators (or warming cabinet) when you want a very narrow temp range but dont want the compressor cycling on/off all the time. Actually they dont use a WW, they just put the probe for the fridge in a glass of water. It steadys the temps shown and creats a longer run time so its easier on the equipment.
HTH