What you Need
When hydrogen reacts with oxygen (burns) it releases a huge amount of energy as it forms water (H2O)
2 H2 + O2 -> 2 H2O + lots of energy
This can be seen in a couple of rather gratuitous explosions that Dr Hal did when he came to visit.
The egg was filled with pure hydrogen and the top was lit.
He then repeated the process using a much stronger ostrich egg.
What to do
What may happen
Why does it happen?
Hydrogen is less dense than air, so it will float upwards through the top hole in the egg. This escaping gas can be lit quite easily. The flame can't burn inside the egg to start with because there is no oxygen there.
However the hydrogen is only floating because the more dense air is pushing it upwards.
So the egg slowly fills with air until the flame can burn inside the egg. At this point all the remaining hydrogen ignites inside the egg. This releases lots of energy and heats up the gasses in the egg to hundreds of degrees celcius.
Hot gasses take up more space than cold ones so they push hard on the sides of the egg until it fails explosively. The stronger the egg the higher the pressure it fails at so the more energy is transferred to the splinters. This is why the ostrich egg is so much more violent.