Use a small sharp knife to carefully remove the tops of the chocolate eggs. Set aside while you prepare the filling.
In a large mixing bowl, use a hand mixer to beat cream cheese until light and fluffy. Beat in sweetened condensed milk and vanilla extract until smooth. Transfer to a piping bag with no tip.
Pipe cheesecake filling into each of the eggs. Refrigerate 30 to 60 minutes.
Meanwhile, prepare the yolk filling by whisking together melted butter, jam, and juice until smooth. Microwave for 20 seconds to thin out if needed. Strain any chunks from the mixture and place the strained liquid into a small bowl. Refrigerate to thicken 30 to 60 minutes.
Use a small spoon to make a small indentation into the cheesecake filled egg. Fill with yolk filling to look like an egg yolk. Return to the refrigerator until ready to serve.