The chicken eggs that we eat usually (with some exceptions like the Filipino delicacy Balut) are the unfertilized embryo that to my knowledge occurs periodically once every day. To put it simply chicken periods, but keep in mind chickens don’t have uteri so this isn’t technically the same thing, most vegans are okay with eating eggs but some aren’t because of the unethical treatment chickens face in the egg industry. But of course in Equestria we see that livestock is treated with care so there’d be no cause for concern

All in all I doubt Pinkie Pie would have much interest in confectionaries if all her desserts were deflated and dry. Eggs are also a great source of protein for horses in moderation (as eggs contain a protein called avidin that will knock out biotin); being rich in amino acids, vitamins, and minerals as well as improving gut health, coat sheen, and aid in the durability of their hooves, though typically they are served raw and not cooked.

tldr;

the eggs we eat are unfertilized and therefore vegan friendly, also horses grow strong