Well, I decided to try at home on the Stumps Baby.
So, I flattened a hunk of bulk breakfast sausage and wrapped the egg inside:
I got my Stumps Backyarder screaming hot and placed the eggs on the grill. I rolled them around for about 5 minutes until they got nice and brown all over. At the same time, I brought the Baby up to 375 with hickory chunks in the ash pan.
I placed the eggs on the bottom rack and cooked for 30 minutes, turning once 15 minutes into the cook.