I hope she doesn't try to eat it!
Ermmm, I've no clue, but this is what I'd try:
To make something to mould, get something 3 1/2 feet long, piece of wood etc, wrap some filler around it (foam for example, shaped to an oval with duct tape), then wrap it in aluminium foil until you have the oval shape you want, lots and lots of foil, to make an armature of sorts, and then apply clay to the foil, and smooth it until you are happy with the egg shape... then mould that maybe? You could then apply some mould release, then mould each half in plaster/plaster paris.
I'm sure there will be plenty of other easier solutions though from other members.
You might find this interesting:
http://www.specialistmodels.co.uk/large-kinder-surprise-egg-lion-creative/work
Sometimes it is easier to pay someone else to do it, rather than starting from scratch, learning, paying for mistakes etc. Not to put you off making it yourself, but sometimes there are huge learning curves.