Egg shells have calcium. That helps grow strong bones, but baby chicks or goslings need the right amount (too much is bad, and too little is bad.) If you have chick starter, it probably has the right amount of calcium already.
Grit is little rocks to grind food in the bird's gizzard. Eggshells will not work for grinding food.
Yes, they usually do eat little pebbles on the ground for grit. It needs to be little pebbles: not too big to swallow, but not tiny dirt or sand bits. Pebbles from the ground can work.
"Chick grit" is pebbles in a bag at the store (for people that do not have enough pebbles on the ground.)
It is better if the pebbles have pointy edges, not round and smooth.