Im in early with this one, so let me make a warning:
Youre gonna hear everything from insufficient protein in their diet to various vitamin deficiencies to soft eggshells to phases of the moon given as reasons for the picking. It gets pretty entertaining, sometimes.
But, if the shells are sufficiently hard, and IF they are pecking them, they will soon be eating them. It doesn't matter why really; The Inner Joys of the Egg are not long in coming... and once that starts it's a downward spiral. Boring, I know.
The solutions people will suggest are equally as lurid as some of the reasons for egg picking they tell. Again, what works is kinda boring:
Keep the nests darkened with a curtain - chickens dont move around much in the dark and they dont eat in the dark, either. Ergo they cant damage eggs or see to pick at them.
Use plenty of soft bedding in the nest - this way of they do move around a bit, they arent likely to damage anything.
Collect eggs early - the sooner the better.
If needs be, resort to a rollaway nest - taking the egg away from the bird as soon as it's laid is the final solution.