I personally don’t have an issue using Sharpies but if you do, simply don’t use them. If you are concerned enough to ask, you probably shouldn’t use one. There are alternatives.
If you use a pencil, us a soft-leaded pencil, not a hard one. The difference is in the clay used. Graphite by itself is too soft to hold together so they mix it with clay. The soft-leaded ones, #1 being best but a #2 OK, will leave a much darker mark than a hard-leaded one. They’ll all wear off some, especially under a broody, and can be hard to see. The harder “lead” can damage the shell too if you are not careful and use the point. When I was a kid I’d take a soft pencil, turn it sideways (not using the point) and rub a wide band around an egg, and put that under a broody. I never had any problem with those bands being hard to see.
The wax in the crayons will plug the pores in the egg shell but as long as you don’t go overboard it should not cause a problem.