If you are still working on the egg, meaning that you plan to continue applying wax and dye, then try using an artist's rubber eraser or white architect's eraser to remove pencil lines.
NEVER USE A REGULAR PENCIL ERASER! The pink erasers found at the end of pencils are rough and often dried out, and can scratch or otherwise mar the surface of the egg. This can affect the ability of the egg to absorb dye and possible ruin your design.
Another good way to remove pencil lines is with Goof-Off Wipes--they remove pencil marks like magic from any surface. They will also remove dyes, as they are water based, so should only be used on white eggs. (Do not use liquid Goof-Off, as this will remove your wax as well.)
If you have finished working on the egg and have removed all the wax and you can still see pencil lines, first try using the rubber eraser, but be VERY GENTLE so that you do not accidentally remove the dye. If this doesn't work, try a strong chemical, such as odorless mineral spirits, Goof-Off liquid or naphtha (lighter fluid.) Remember, these chemicals are HIGHLY FLAMMABLE so use great care, do not have an open flame near them, and open a window for good ventilation.
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what
one erases pencil marks and the other erases pen ink
sarah ERASED her pencil marks with her eraser
Joseph Priestly.
Making marks on paper with pen, pencil or paint.
An eraser
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the sap of rubber trees help erase graphite