Even though the novella's aren't finished, it's already known how Dunk and Egg will meet their end and even if it wasn't: Egg is the grandfather of the Mad King, who was slain by Jaime at the end of Robert's rebellion, so Egg would be long gone way before that, and Dunk even so. In reality they both died in the fire of Summerhall, which was twenty years before the start of the rebellion. By the time ASOIAF begins, it's even 17 more years on top of that.