The next step was a little tricky. I had to find a way to easily cut off the pointy end of the egg without cracking the plastic. The best way I found was to hold the egg against a work bench and saw off the end with a coping saw. There are probably better ways, but this was the easiest I could come up with. A band saw is probably the best way, but I don't have one of those :(
You also have to make sure the hole isn't big enough for the candy to slip through. The size of the hole will sorta be determined by the candy you stick inside.