The image is of St Mary Magdalene, depicting the egg that legend says turned red in a miracle as she explained the resurrection to Caesar.
Here is a color-coded list of the references to Mary that occur in the New Testament. There are none in the Old Testament or the Apocrypha.
Here is Lee’s outline for the lesson.
Here’s the link to the intriguing description from Smithsonian about how we managed to convert Mary Magdalene from a respected church elder to a fallen woman.