My reader underground pewster reviewed his church’s Easter Sunday 2014 sermon, which happened to include a mention of Mary Magdalene’s association with the egg, which came as news to me (emphases mine):

This Easter’s sermon at our church started out as a good affirmation of the Gospel witness that Christ arose from the dead, but as it went on, my mind bgan to wander as we heard stories of surviving cancer being likened to “resurrection” (not exactly of the same significance to the world IMHO). As my mind drifted, the tale of the red Easter egg was recounted. I am not sure if I heard any caveats, and two witnesses likewise do not recall hearing a disclaimer to the story of Mary Magdalene standing in front of the Emperor who said to her that he would no sooner believe that Jesus was resurrected from the dead than he would believe that the egg she was holding would turn red, which of course it promptly did.

That story is not in the Bible, and probably should have been prefaced with a clear statement of its folklore status.

Apparently, according to Wikipedia:

she continued proclaiming the Gospel to the entire imperial house.[85]

Wikipedia says there is another tradition, more common among the Greek Orthodox:

Another version of this story can be found in popular belief, mostly in Greece. It is believed that after the Crucifixion, Mary Magdalene and the Virgin Mary put a basket full of eggs at the foot of the cross. There, the eggs were painted red by the blood of the Christ. Then, Mary Magdalene brought them to Tiberius Caesar.[citation needed]

The site also tells us why eggs are exchanged at an Orthodox Easter service:

The eggs represent new life, and Christ bursting forth from the tomb. Among Eastern Orthodox Christians this sharing is accompanied by the proclamation “Christ is risen!”

Lenten fasting and abstinence from all meat related products — including eggs and dairy — was common throughout the early Church. Those Lenten disciplines also lasted 50 days, not 40.

By the end, one would have been very happy to begin eating eggs, along with meat and dairy products.

So, the highly portable egg became associated with the joy of Christ’s Resurrection and new life, which the faithful share, as well as the temporal anticipation of permission to return to normal eating habits.

Therefore, it is wrong for Protestants to label the Easter egg ‘pagan’, as it has clear Christian significance dating back to the early centuries of the Church.

Furthermore, there would have been an abundance of eggs accumulating during this time from the chickens, ducks and geese that people owned. Presumably, the faithful had a way of keeping them fresh and safely hard boil them over an open fire prior to Easter Day.

To carry them to church or a neighbour’s house, they would have used a basket — as it was believed Mary Magdalene and Mary the mother of Jesus did — hence the Easter basket, also not ‘pagan’.

There does not appear to be firm source material for the Mary Magdalene and the egg legend. That said, there was a very real devotion to her, particularly in the South of France.

According to legend, Mary Magdalene sailed along the Mediterranean preaching the risen Christ. The early Christians also identified her as Mary of Bethany, Martha and Lazarus’s sister. (It would not be until the Reformation when the distinction between the two became widespread.)

These stories were not written up by doctors of the Church until the Dark Ages and Mediaeval Period:

Gregory of Tours, writing in Tours in the 6th century,[68] supported the tradition of the eastern Church that she retired to Ephesus, with no mention of any connection to Gaul. But for most of the Middle Ages the Western church believed that after her period as a disciple of Jesus Mary Magdalene had travelled to the south of France, and died there.

How a cult of St. Mary Magdalene first arose in Provence has been summed up by Victor Saxer[69] in the collection of essays in La Magdaleine, VIIIe – XIIIe siècle[70] and by Katherine Ludwig Jansen, drawing on popular devotions, sermon literature and iconology.[71] In Provence, Mary is said to have spent her last years alone in the wilderness, fasting and engaging in acts of penitential self-discipline, behavior that was rewarded with experiences of ecstatic union with the divine. Depictions of the Penitent Magdalen became enormously popular in preaching and art (see above).[72]

St. Mary Magdalene’s relics were first venerated at the Abbey of la Madaleine, Vézelay in Burgundy from about 1050.[73] Jacobus de Voragine gives the common account of the transfer of the relics of Mary Magdalene from her sepulchre in the oratory of Saint Maximin at Aix-en-Provence to the newly founded Vézelay;[74] the transportation of the relics is entered as undertaken in 771 by the founder of the abbey, identified as Gerard, duke of Burgundy.[47] The earliest mention of this episode is the notice of the chronicler Sigebert of Gembloux (died 1112), who asserts that the relics were removed to Vézelay through fear of the Saracens.

The entry on Saint-Maximin-la-Sainte-Baume — referred to in the purple highlight above — includes more information:

It lies 40 km (25 mi) east of Aix-en-Provence, in the westernmost point of Var département. It is located at the foot of the Sainte-Baume mountains: baume or bama is the Provençal equivalent of “cave”. The town’s basilica is dedicated to Mary Magdalene.

This is because:

The founding tradition held that relics of Mary Magdalene were preserved here, and not at Vézelay,[2] and that she, her brother Lazarus, and Maximin, a 3rd-century martyr who was now added to earlier lists of the Seventy Disciples, fled the Holy Land by a miraculous boat with neither rudder nor sail[3] and landed at Saintes-Maries-de-la-Mer, in the Camargue near Arles. She then came to Marseille and converted the local people. Later in life, according to the founding legend, she retired to a cave in the Sainte-Baume mountains. She was buried in Saint-Maximin, which was not a place of pilgrimage in early times, though there is a Gallo-Roman crypt under the basilica. Sarcophagi are shown, of St Maximin, Ste. Marcelle, Ste. Suzanne and St. Sidoine (Sidonius) as well as the reliquary, which is said to hold the remains of Mary Magdalene.

Later:

The little town was transformed by the well-published discovery, 12 December 1279, in the crypt of Saint-Maximin, of a sarcophagus that was proclaimed to be the tomb of Mary Magdalene, signalled by miracles[1] and by the ensuing pilgrim-drawing cult of Mary Magdalene and Saint Maximin, that was assiduously cultivated by Charles II of Anjou, King of Naples. He founded the massive Gothic Basilique Ste. Marie-Madeleine in 1295; the basilica had the blessing of Boniface VIII, who placed it under the new teaching order of Dominicans.

That is the French story behind Mary Magdalene.

My apologies to underground pewster for not writing about this sooner. I also apologise for not being able to respond to his query:

I read the in biography of a Confederate soldier who had to steal eggs from a farmer’s hen house as he hiked home after the war, and there is a proper way to steal the egg while not causing a noise in the hen house in the middle of the night. I’ll leave it to Churchmouse for the rest of the recipe.

For that, I refer my reader to the old cartoon series Deputy Dawg! The hen house featured prominently and, if I remember rightly, in one episode Muskie and Vince came very close to stealing eggs successfully in the middle of the night. Perhaps it reveals the Confederate soldier’s secrets in this regard!