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If you just wipe them off with a paper towel or napkin, the object is to remove the mess without pushing it into the egg shell surface, some people use a sanding pad, you can remove most of it.
There are also washes you can get, the problem with any of these methods is that you can actually embed the mess into the egg, eggshells are to a degree pourus, by having an incorrect temperature difference it is possible to cause bacteria to pass into the egg (the temperature difference is easily caused by using a liquid wash SO YOU HAVE TO BE CERTAIN OF THE DIRECTION OF MOVEMENT). So follow any directions provided by the wash manufacturer.
You can reduce the amount of stuff sticking to your eggs by using a deep layer of material in the nest boxes, gathering the eggs more frequently, clean the nest boxes more frequently, having more nest boxes, or modifying your nest boxes to actually cause the eggs to roll to the back and out of the chickens range.
It is rare that I have to remove anything from my eggs, when I do I use a paper napkin and I don't really try forcing anything.