Stealing an egg is easiest when two people go one carries the other on the mount. If things get bad the carried person throws the egg on the flying mount and lets go...the wyverns will still chase him and not the person on the mount now with the egg.
This applies to Ragnarok only:
On the far west side of the Wyvern Trench there are usually an egg or two in the first couple of holes in the wall.
The coordinates (47.0, 51.4) (42.7, 55.4) (44.4, 58.8) and (33.5, 66.8) contain Ice Wyvern eggs. I can confirm the first and last have eggs, while I have only heard that the other two contain them.