The layer’s parameters: Blending Options>Inner Shadow

Blending Options>Inner Glow

Make two copies of the last made layer and apply again Free Transform option to place the copies as it is demonstrated next image, setting also different parameters for the new copied layers.

The parameters for the green egg’s layer are shown below: Blending Options>Inner Shadow

Blending Options>Inner Glow

Blending Options>Gradient Overlay

Gradient’s parameters:

The parameters for the blue Easter egg may be seen below: Blending Options>Inner Shadow

Blending Options>Inner Glow

Blending Options>Gradient Overlay

Gradient’s parameters: