I think it is a lot more likely that rats and mice will go for spilled food from the feeder or even target the feeder itself, jumping up onto it. The shells are mostly calcium and mice and rats have little use for that, especially if the shells have been rinsed and baked in the oven before serving up for the hens. I actually just air dry the shells but right from an early age I was taught to scrape every last bit of egg white out of egg shells when I cracked then, so there is next to no egg residue in my spent shells. If you don't rinse them or scrape them out with a finger like I do, then there will be protein that rodents may be attracted to.