This is a funny post to come up right now because of something a coworker told me the other day.
She came in to work all hysterical, because she had been hard boiling some eggs, and as they boiled, a little downy feather worked its way out of one of the shells. She was sure she had boiled up some baby chick embryo, although I had her look inside the egg and it was obviously not fertile.
All I could think of as an explanation was that one of the hen's little downy butt feathers fell off, then somehow went back up her vent a bit (ouch!), and then got coated over when the shell was put on. I can't imagine how else that would have happened. When it comes to chickens, there is always something new, it seems like!