Ah, yes, that's right. A shell.
I know its hard to see from the egg in the picture, but this egg doesn't have a shell. In fact the texture resembles something like a stress ball - though I didn't poke it too much as I didn't want to break it. This is the first egg we've had that's looked something like this.
The most confusing thing about this is that we had two in the same day. One egg from Pepper, one egg from Lemon and two shell-less eggs - one of which split the moment we tried to move it. The remaining shell-less egg was the same size as the eggs from the two larger hens - rather than being bantam sized. I'm not sure on the odds of getting our first two at once - but I'm guessing they would have been slim.
My hope is that at least one of these two was Fizzy's first egg as its not uncommon for a first egg to be shell-less. The other - who knows!
I have two theories. The first is that either Pepper or Lemon got rather confused and tried to lay two eggs in one day, and therefore didn't have time to put a shell on the second (the shell is the last part of the "egg making" process). The other theory is that when a bantam egg is not constrained by a shell it looks larger than it normally would, and that the second egg is therefore Frog's.
Of course, its quite possibly for both these theories to be true, and for Fizzy to still not have laid an egg. We'll have to watch and wait, and see what happens next.