egg.pz is a compressed version of the normal egg.
You can load it in panda3d the usual way, by doing loader.loadModel(โmodel.egg.pzโ)
If you want to decompress it, Panda3D comes with two nice tools: pzip and punzip.
pzip converts an egg or bam into an egg.pz or bam.pz, while punzip uncompresses it.