http://www.butterflyfunfacts.com/monarc ... lkweed.php
Video, Monarch Caterpillar eats a Monarch egg.
Why would you want to take a chance that the eggs would get eaten, if you could just move them to another container to keep them safe. I watch the eggs hatching in a separate container and move hatchlings to a first instar container (new hatchlings will go over and eat another egg).
I keep at least 3 containers to separate the small, medium, and large caterpillars. Large caterpillars have also been known to eat pupae.
After they have dried, I remove Monarch pupae from the container where other large caterpillars are munching. It is easy to remove them. Just wait until they are dry. At least a day and then spray them with water to loosen the silk. Carefully, pull (you can do this with a stick pin (but don't stick the pupae) the silk. I then push the stick pin through the silk (not the cremaster or pupae). Pinned pupae are hung in a net cage (in case they fall, they can climb back up the sides). I weave the stick pin on the inside of the net container (always, always keep the sharp end out of the container. Weave a couple of times, pushing the sharp point on the outside of the container. And, I always use the stick pins with the plastic heads. I get my stick pins in lots of 500 at Michael's Craft store.
Don't overcrowd your containers. I'm raising 4-6 in the larger Glad containers. They are 13 cup containers.