You had to let the thief (Pick-pocket?) steal the egg, he opened it and got out what was in it (key or jewel?) and then you had to find the thief and kill him to get it back.
I figured as much. It always told me I didn’t have the manual dexterity to pick the lock (implying someone else did). I let the thief take it one time and never found him again!
Thanks for the memories! This has been a fun thread.