I air dry the egg shells. Then hand crush slightly or crush with something into a container. Then I dump them into a paper lunch bag. Then I roll a wine bottle over them while they are in the bag. Shake the bag and roll again. Rinse, Repeat. It is very satisfying to hear and feel them crunch under the roller. OK to toss into the bin folded closed bag and all. Whole shells are cool to in order to make hide away spots for the worms. Plus they should make air pockets or if enough are used air channels into the compost. Placed cup shape up they can even collect and hold water for drier times. Just keep piling on food and bedding. Or put the crunched up shells into a sprinkling container and have fun sprinkling an even layer on to the bin periodically. One can even sing the worms a special song while giving them their calcium boost. I suffice with "Heeeeeeeeeer little wormies, wormies!" It seems to do the trick.

""Then I roll a wine bottle over them"" Hmmm, I better buy some more wine then, hehe.
Besides air drying, I also put them in the oven when I'm done with whatever, using the residual heat, and egg shells become more brittle and easier to crush.
I sell my worm compost and it looked nicer w/o the white specks. The backyard composters get the "unprocessed" shells.