The fragileness isn't as risky as you might think. I've used regular store bought eggs to make Easter pysanky eggs and they've lasted for years. Whole eggs with the insides still in them. Of course, the difference between my dyed eggs and the lady's eggs covered with oil is that hers are meant not to dry out so if they rot then gases may make hers explode.
My first year, I used whole eggs, but I've had a lot of them leak/explode and it is NOT fun to clean up. This time, I just save myself the headaches, and blow them out. Pain.butt, but worth it in the end.