Is it a large hole like a cm across or a small pin like hole? If it is a large hole the hen is probably eating the yolk and inside. Once a chicken finds out the yellow stuff is yummy she keeps eating her eggs and it is hard to break her out of it. One way to stop the hen from eating her eggs is to take them away immediantly or poke a small hole in the egg and fill the egg with soap or mustard (chickens hate mustard) and once the hen finds out it doesn't taste good anymore she will stop eating her eggs.
If it is a small hole the hen is laying yolkless eggs and she pecks at it. Yolkless eggs are caused by sudden increase of sunlight hours or stress in the chicken (which I think is not the problem with your case)