Hmm. Detect Magic might be a good shout; dragon eggs ARE magical. Also depending on if your DM uses Draconomicon egg sizes or modern, then the size of the 'rock' might be a giveaway. (Modern eggs are always 4ft long and 3ft wide, Draconomicon eggs are 1ft long for White, Black, Copper and Brass, 2ft for Green, Blue, Silver and Bronze, and 4ft for Red and Gold). Also remember, gem dragons like to use Stone Shape to just seal their eggs inside walls, because good luck finding them in there before they hatch. The kids can break their way past some stone easily enough.

Still, props to that DM. They've created a player that's going to exhaustively examine every last bit of their dungeon, because they know the reward will be worth it. That's how you get your players engaged and invested for the long haul