How does one achieve collision meshes on a .egg model?

If you want a general-purpose collision generator for the built-in collision system, you could take a look here: Collision mesh from loaded model for built-in collision system

Feel free to try out my generator code intended for Bullet physics integration on your .egg files here: Automatic Collision Generation for Bullet from Preloaded Models

This will produce GeomNode and tristrips which are less efficient than other methods of collision generation.