Thanks to @TonyYoungblood for the original dragon egg model here: https://www.printables.com/model/173584-solid-dragon-egg-remix-of-my-threaded-dragon-egg.
 

UPDATE: I fixed the .stl and .3mf files and tested in Bambu Studio 1.5.0.61, PrusaSlicer 2.5.2, and Cura 5.3.0. Please let me know if there are any other issues with the models. Thanks!

I split the original model in two pieces and hollowed them out. Then I added the pieces to hold magnets embedded into the plastic. When you slice the file, you must pause the print just before the layer that seals the internal cylinder. With the print paused, you can drop in the 6x3 mm magnets into each hole. I recommend putting a dab of super glue in the hole before placing the magnet inside. This will ensure the magnetic doesn't pop out when the nozzle goes over it to close the hole. 

Images below show roughly where the print will need to be paused so the magnets can be inserted before the holes are sealed. The first image shows the 4 holes of the bottom half of the egg (left). The second image shows the 4 holes of the top half of the egg (right).

Materials and settings:

• Filament:
  • PLA (any other should work ok)
• Supports:
  • Recommended for the bottom (build plate only)
• Layer height: 
  • .16mm (other heights should work ok)
• Walls: 
  • 2
• Infill: 
  • 15%

Other Parts Needed

• 8x - 6x3mm magnets (I purchased these: https://www.amazon.com/gp/product/B07KZQGWNN/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1)
• [optional] Super glue to secure magnets