Select an empty glass bottle with a mouth diameter slightly smaller than the diameter of the egg. The egg should fit snugly in the mouth of the glass bottle, but be too large to slip into the bottle.
Boil the egg. Place the uncooked egg in a saucepan. Add enough cold water to submerge the egg, and bring the water to the boil. Cover the saucepan with a lid and remove from the heat. Allow to stand for 12 minutes.
Cool the boiled egg before attempting to handle it. Use a spoon to extract the boiled egg from the hot water. Allow the egg to air cool for 10 minutes. For faster cooling, submerge the boiled egg in a bowl of ice water.
Tap the boiled egg to crack the shell. Peel the shell from the egg.
Tear the piece of paper into strips. Roll three or four strips of paper tightly together to form a shape that resembles a paper cigarette.
Light the paper cigarette using a match and drop the paper into the bottle. Quickly close the mouth of the bottle with the boiled egg. The egg will be pushed into the cavity of the bottle by the air outside the bottle.