Shavings start out around 4-5 inches when fresh. I toss weekly and add a fresh layer about once a month for 6-7 months and they are probably 6-8 inches by the end of the season when I empty the coop. I like to keep them deep in the winter for the extra insulation.
I'm envisioning your shelf. Maybe put a little lip around it, or at least on the top so that the eggs don't get knocked out and the shavings stay up there. Also, if you don't make the shavings too deep, it's a good idea to either seal the wood with linseed oil or simply paint it. It will be significantly easier to keep clean that way.
Good luck -
ETA: Don't know what kind of chickens you have, but my spoiled princesses kept me waiting for 26 l.o.n.g. weeks before they started laying. I actually cried when I *finally* got that first egg. And I'm not ashamed to admit that...