I have done a bit of pyrography on my Birchwood egg, but some of what I put on the egg is not burnt in.
BTW: That second picture showing Robot, is actually a reflection in the square mirror of my T-shirt :-)
Step 1: Getting the Egg Prepped....
First we have to make sure there are no coatings or varnishes on the wood. This would make some very bad things happen when one tried to burn the pattern into the wood.
Next, the egg should have a very smooth surface. Sanding is normally needed since they come in a state that is a bit "rough" at best.
A medium grit sand paper for deep pits, and then finish with a fine grit.
Make sure you wear your goggles when sanding and burning, and make sure you are doing so in a well ventilated area. Basswood eggs are available, but Birchwood, which is a hardwood, is also available and a good choice.
Step 2: Burning in the Design....
You may want to trace in the designs you wish to burn using a number 2 or 3 pencil (medium or hard graphite) lightly if you haven't had much practice.
For a more detailed explanation on doing the actual burn, there is a moderately decent ible at this link location.
Take your time, as any "mistakes" are nearly permanent, depending on how deep the mistake got burnt in :-)
Step 3: As I Went, I Added Things....
a few mirrors, and some homemade jewelery were tacked on for gaudiness. :-)
Step 4: Then, Inspired by Kiteman, I Saw the Light....
And I added a bit of bright color to the egg: Some LED's and a few baubles to reflect the light as well as a skinny and a wide gold chain. Hot gluie was the "adhessive of the day" other then using Elmer's for a few things thtaa needed to befor on. :-)