I never tried it but I am sure it works because I made a special Dutch pastry in which I had to put a whole egg (it was for Easter) and they baked very well..... but because I was afraid they might not be cooked of break in my pastry.... I precooked them.
The good thing is that you can indeed cook a batch of egg and place those you don't eat in your fridge and they will keep for a while without being spoiled.
I am very curious now to know if they taste really better cooked this way! I am waiting for your experience :-)