No but they are recommended (eggshell calcium)
"Give yourself a calcium boost: Consuming calcium from eggshells can help you, too. In a 2003 study published in the International Journal of Clinical Pharmacology Research, eggshell consumption helped stop bone loss in postmenopausal women. While you can consume pulverized eggshells for added calcium, remember that calcium amounts very greatly in shells, so there is no way to tell exactly how much calcium you are getting (but we know you are getting more than if you didn’t consume the shells at all). Be sure you bake the shells before consuming to prevent ingesting any bacteria if you haven’t washed the shell before eating the egg "
Mine goes in the vermi bin for the worms to help reproduction rates.