I like to use real eggs and be sure the egg is empty. A clay under layer will help the design layer to stick an stay in place. But I don't very often use an under layer. Or you could paint the egg with Sobo glue and let dry. This will give something for the clay to stick to. Cover the egg with your design and make it as smooth as possible. After it's baked, if it's lumpy you will need to sand it. To make this easier, if you don't have one at home, you can find one in a hardware store. And that is a fine tooth file about 10 inches long or so.
I stand in front of my kitchen sink with a plastic bowl of water in the sink to dip the egg in. Start to file the lumps off the egg and make it as smooth as possible. When that step is finished, you can now start using the wet/dry sandpaper. IT'S VERY IMPORTANT TO CHANGE THE WATER BETWEEN GRIT SIZES. This is so you don't contaminate the water with bigger grit or sand bits and scratch your egg.
After filing, start with around 350 0r 400 grit wet/dry sandpaper. This first sanding after the filing is most important to remove ALL scratches from the filing. What happens when you sand is creating scratches the size of the grit on the paper you are using. So the reason to go on and use a finer grit is to make smaller scratches then the previous grit size until the scratches becomes too small to be seen by the eye. Here's the sizes I use. File, 400, 600, 800,1000,1500 and sometimes to 2000. The higher grit sizes can be found in a car parts supply store.
When all the sanding is done, you can now buff the egg on a bench buffer. If you don't have one, you can rub the egg on an old piece of soft denim to give it a satin finish. By using a bench buffer, this will give you a glass like finish. This technique can be used on any polymer clay that you need to sand without using a varnish type finish.