When I lived in Utah, I did the same, added the eggshells to the compost. Here in FL, we have seashells in the soil naturally, so it doesn't need the calcium component added by eggshells. I did it for a while, but found the compost smelled a lot better and attracted less unwanted 'attention' from the raccoons etc. if I left them out.
As far as adding them directly to a plant, I would think they might smell a bit unless you scrubbed them out to remove all the egg protein residue.
