I've gone through this problem with two different hens. The solutions I tried were many and varied. Completely cured the Marans; she was stopped the behaviour and never did it again. The Delaware hen however, refused to quit and I finally gave her away. She was being a terrible bully to the rest of the flock and I was not sorry to see her go.
Some techniques for you to try: drape a black cloth over the front of the nest box so that the hen has to push her way past it to get into the nest. She will then be in complete darkness, and if she can't see the egg, she may just hop on out of there as soon as she's laid the egg.
Make a rollaway floor inside the nest box. Just get a piece of wood, or even a stiff piece of thick cardboard, and cut it to the same size as the floor of the nest box. (Actually, make it a tiny bit smaller in size, so that you'll have no trouble fitting it inside the nest box, right on top of the original floor.) Now put something on the original floor right inside the front of the box, so it lies touching both sides of the nest box. Could be a stick of wood, or a rolled up piece of newspaper, etc. Then lay the new floor inside the nest box, with the front of the new floor resting on top of the stick or newspaper roll. The new floor will be slanted because it's higher in the front of the nest box. Now, when the egg is laid, it will roll to the back of the nest box. If need be, install a barrier near to the back of the nest box, so the hen can't reach all the way to the back of the nest to where the egg has now rolled. (The barrier has to be raised a bit, so that the egg can fit under it to roll down to the back of the box.) I did this, once with a scrap of cloth, and once with a sheet of wood.
There are special rollaway nest pads that you can buy online for about 6 or 7 dollars I think. They're gray plastic and kind of look like artificial grass with the "grass" blades curved to keep the egg rolling downhill. Just do a search on backyardchickens.com for rollaway nest pads.
Try to collect the eggs as soon as possible, so they eggs don't lie around to be played with. Also, put several fake eggs in the nest,(made of plastic, or wood or ceramic, etc.) so when they're pecked at, the hen gets no satisfaction.
I tried filling blown out eggshells with powdered mustard and red hot pepper, but frankly, it was a great waste of time. Hens kept right on eating their eggs.
Isolate the egg eater immediately, because as soon as the other hens see what she's doing, they'll all join in the fun of eating eggs.
Increase their protein, just in case it's a matter of nutritional need. I bought Ultra Kibble for Poultry, and I give it to the whole flock every day as an evening treat.
Examine the shell of the eaten egg. If it appears to be thinner than usual, it may be that the eggs are being broken accidentally, and the hen may simply have eaten it because there it was all smashed open and she pecked at it and liked it. Increase the calcium intake for the egg-eating hen. In addition to the bowl of calcium always available, I sprinkled some on her daily feed. My Delaware hen was definitely having thin-shell problems.
Give them more "stuff" to do. I took some stalks of fresh kale into the ChickArena and poked the stems out through the wire walls. Then I went outside and put clothespins on the stems to hold them in place. Kept the hens busy pecking at the kale for hours.
Hope something works for you.
-Caroly