A Fabergé egg seems to me more of a Great War kind of article than Weird War Two, but I love the idea.
I can see them now, steam-powered and clockwork eggs running amok in the palace in St. Petersburg. They would be bound to go wrong, rebel, and scurry behind the skirting boards, making a constant nuisance of themselves and keeping everyone awake at night. You would have to coax them out with caviar and very expensive exotic foreign cheeses.
Sounds like a game I'd want to play.