OK, I finally managed to steal a milk bottle and try the experiment with the egg, but it didn't work. The paper went out almost immediately - lack of oxygen I presume. It smouldered for a bit, and the egg did begin to go into the bottle a bit, but then it stopped.
So - any hints to make it work? (I need to buy more eggs tomorrow!) How much paper should I use? What sort of paper? How long should it take?