Traditionally Pysanky eggs were undrained, the yolks and whites not blown out.
When pysanky are made with raw eggs, use care so they will eventually dry up inside,  allowing them to last a long time. But be sure to:
1.     Always start with fresh eggs that have no thin spots, hairline cracks or flaws, which might later crack.  An egg is sterile inside when the shell is intact. Only when bacteria enters through a crack, will the egg start to rot and smell. The moisture from the inside of the egg however, can escape through the porous shell as long as it is treated properly.  
2.     The gases that build up inside pass naturally through the permeable egg shell.
3.     When eggs are still liquid inside after decorating, store and display them properly and carefully to avoid accidentally cracking or “explosions” of the inside contents.  Eggs should not be allowed to hit each other if displayed in a container,  as this might cause tiny cracks which
may allow spoilage.
 4.     Undrained pysanky should never be placed or stored where they may get too hot, as in sunlight or too cold where they might freeze, both of which can cause expansion and cracking or exploding.
 5.     Un-drained  Pysanky should always be stored where there is adequate air circulation. Air is needed for the insides to dry out. DO NOT store eggs in styrofoam egg cartons (cardboard ones breathe), or in closed places such as decorative glass jars or containers, which are sealed, covered or in a tightly closed china cabinet. These places can store up heat and cause your eggs to expand, crack or explode.

6.  Undrained eggs should be rotated to allow for more even drying out. This  picture shows
Lemko style pysanky I wrote almost a
year ago...all undrained eggs. The metal stand, reminds me to rotate the eggs once a month (or whenever I think about it). You can see they are all presently standing on their ‘heads” (except for the bird motif egg). 
7.  IMPORTANT: I only apply one coat of
varnish to undrained eggs!  allowing the permeable shell to breathe through the thin coat.  Some Ukrainian pysankars rub a coat of vasaline instead of applying varnish!
8.  Even when the eggs appear to have dried out completely, continue to store pysanky in a well ventilated, cool (not cold), dry space.
Moisture may seep back through the pores of the eggs and sunlight could fade colors-both which can ruin your pysanky.

When I started to make pysanky seriously, I bought Pysanky Master,  Helen Badulak’s book, Pysanky in the 21st Century.    In it she describes using up to nine coats of VARATHANE (Polyurethane Oil based) varnish on her pysanky.  I ordered a box of six small cans of Varathane from Home Depot.  To avoid wasting any of the varnish, I distribute one can at a time, into small plastic bottles(as you see in the picture).  
You are working with flammable and noxious vapors. Read the
precautions on the can of the Polyurethane before you start. Consider finding a room with no open flames, good ventilation and a low dust environment.

Use Disposable Gloves to apply the varnish-pour about a teaspoon of varnish onto one hand, rub the hands together…pick up your pysanka and roll it around in the varnish on the gloves.  Next stand the pysanka on a drying board(see the next picture below).  Let the pysanky dry for the next 24 hours.  I think of this time as “curing” the varnished egg. 

The Pysanky in the Photo Are Drying on a Board for 24 Hours 
For an Unblown Egg-Your could varnish eggs that are unblown, but you would only apply one coat of varnish; this would allow the egg to breathe, avoiding an explosion while the liquid egg is drying out,  over time.
For a Blown Egg-I like to apply up to 6 coats of varnish for each pysanka.  First,  I drain the egg after the wax is removed and the pysanka design and dyeing is completed.  I let each coat of varnish dry inbetween, allowing for a minimum of 24 hours per coat.  I think of this time as “curing” the varnish on the pysanka. Most of the time, I wait until I complete about five pysanky and then varnish them all at once, as you see here.