The egg shells contain calcium which is very beneficial to plants. They should be crushed up before added to your mulch. As it rains, the calcium is absorbed by the plant. Birds also use these to sharpen their beaks.
Yes, materials like egg shells (white or brown), coffee grounds, fruit or vegetable wastes, etc. are great to use in mulch. Well balanced compost makes your soil perfect for gardening!
You should not use egg whites in your mulch. No type of raw dairy/meat products should ever be used in a mulch pile. Using such items can result in contamination.