Is Easter egg a figure of speech?

Not really. A figure of speech is when language diverts from its normal use, and uses words in special ways to promote particular meaning. For example, "falling in love" is a figure of speech, but it does not involve any falling of any sort. So, "Easter egg" isn't really a figure of speech. Chocolate is shaped to form eggs. Or real eggs are blown out, then dyed or decorated. They are eggs specifically for Easter, and the terminology relates directly to both Easter and eggs.