The following is probably over the top for most folks but if you haven't solved your rock painting
problem, here are some things that might work for you. Try these on a scrap of something else before you apply it to the egg. In parts of my varied past in designing exhibits for natural history museums, I have painted backdrops for small and large dioramas. Rocks were a common item. I've never done a rock wall like you're attempting but some of these techniques I used might work for you here.
The rocks are generally more varied both in shape and in size and almost never have hard clean edges. They also will vary in depth in how recessed they are so some of them should appear slightly darker than the others because they recede slightly beneath the one above and rocks naturally vary in color and value as well anyway.
As previously mentioned, highlight and shadow is important but also think about what it would look like if one rock protruded out further than another. It usually works that way. The space between them varies a good bit as well thick to thin and light
to dark depending on how far in or out the rock above is.
As to color, there are very few natural things that actually turn grayer when in shadow. Mixing black with the base color will help but don't use just variations of the black or gray by itself. As a rule of thumb, color temperature varies with shadow and highlight. What I mean by temperature here is how cool or warm a color appears.
Let me get this out of the way as information only but I wouldn't think you should get this far into it. Peripheral color objects will bounce their color onto other objects. If you look at a photograph for instance, the white of a white house looks bluer in winter, greener in summer because in summer there is a preponderance of reflected green from foliage. We don't usually see it because everything has the same amount of green reflected on it and the color shift becomes relative. OK forget all that.
Color temperature changes can give your rocks more volume. These are subtle things but may make the difference you are looking for. Take a red sweater. If you make the shadows not only darker but slightly more magenta or leaning toward the cooler blue range and the highlights slightly warmer by leaning toward orange then your volume appears more realistic and natural.
The one thing that will likely make the most difference is how you apply the paint. Get a half dozen natural sponges. Synthetic ones will work but pluck the cut edges so what you end up with is rounded on all sides. Make some of the sponges oblong, some oval etc., just vary the shapes. Paint the base color and then give the rock dimension by dabbing the mixture of colors on. The more you dab the darker it gets. The more colors variations (these should be slight variations) you use the more realistic it will be. remember even the interior of the rock face will go light
to dark due to its receding or protruding they aren't flat.
Try tearing box cardboard for a painters edge if you like. You can move it around and dab against it for an edge. Use several so they can dry in between and you don't start to get a pattern of the same torn edge. The torn cardboard and slight height should give you the softer edge definition you need. This all sounds like a really tedious process but once you get the hang of it it goes pretty quickly.
Good luck, and I got to say you are the modification king!