Insert a piece of candy into a balloon. Blow up and tie balloon. Dip string into glue and wrap around balloon. Let dry completely. Pop balloon and remove with needle-nose pliers. Set out for every one to admire and wonder just how the candy got into the egg!
Do It And How 
how do you stop the balloon from sticking to the thread? When I tried this they just collapsed when the balloon was burst!
I used to use this method to make large eggs. I used colored crochet thread which I wrapped on a balloon, then I made a sugar syrup mixture that I dipped the balloon in and hung to dry. It held it’s shape when balloon was popped.