I found a little bug in the sceneEditor for when you try to save, it says complains about Eggdata and doesn’t save what you need. Please look into that, thanks. 
I fixed that problem in my local version, basically you want to comment out the following lines in seFileSaver.py:
Lines 160 - 181, 195 - 205, 287 - 310, 320 - 330
What this was trying to do was make sure that all texture paths in the .egg file are relative. But some of the data structures that were trying to be used are missing. Make sure that you use relative pathing when building your models and this should work out fine. You should see a folder generated in your project root named after you scene, the .egg files will be placed there, upon saving in the editor. Make sure that your textures are in a folder named Textures within your project root as well.
Another fix that you might want to do(within the same file), is change all calls to loadModel( that are being generated in the output file (for example line 210) to read loadModelCopy(.
Right now the editor upon saving does not take duplicates into account and will call loadModel for everything in the scene.
I hope this made sense. I can post my .py if you would like to look at it.
Wigs
This is a problem because the Eggdata module is not in the CMU build for whatever reason.
The fix you are suggesting will basically disable saving assets relative to the code… which means your paths to loadModel etc will need to be absolute…this could be messy.
Eggdata needs to be in the CMU build.
Shalin
Agreed, its not a perminent fix.