Don't use a “permanent” marker as it may make the future ducklings ill, esp. if you mark the end that has the air sac.
Only problem I've had cooking with them is sometimes a faintly fishy taste. I assume that's from eating the greens in the lake. And for me, that's no downside for breakfast, as Sunday breakfast special here is herring, stewed tomatoes and beer.
For all my baking, I use dried eggs. Never made a cheesecake with dried egg though. Cheesecakes are too blasted expensive to make these days.
/johnny