Well, I am not one of the original peeps on here, and I don't know about 1000 year eggs, but yes, you can pickle eggs with the shell on. You need strong pickling vinegar. It's a specialty product that is much more acidic than regular vinegar.
And, while it's true that the vinegar will dissolve the shells, it's still best to at least crack them (tap them on the counter and roll as if you were going to peel) them first. Personally, in a day or two, I will take them out and peel them, and the bits of shell and inner membrane come right off, quail eggs, fresh eggs, no matter. The more you let the vinegar do it, the more it gets cloudy or even makes a layer of dissolved calcium on the bottom, which doesn't really make a difference - except to picky eaters!!