I just stage managed Cabaret, and we didn't use any liquid, but before we came to that decision, we tried a couple of things (and brainstormed a few more that you could possibly try). We just blew out the eggs and Sally cracked them and mimed pouring the Worcestershire Sauce every night
First of all, blow out the eggs.
Once they are blown out, you wash them out with water (just put running water over one of the holes). You can use opaque cups and then break the eggs and only have liquid in the Worcestershire Sauce bottle.
You can also try to find a way to plug up the bottom hole in the egg, fill it with some sort of egg colored liquid (orange juice isn't bad, plus it tastes good) and then plug the top hole. Then you can put whatever you want in the Worcestershire Sauce bottle and pour that.
The best idea is to use opaque cups because then its easier to fudge whether or not you use liquid.