Why are my Zebra Finches eating their eggs?

I think I have both female zebra finches but I'm not so sure. We had 4 and one was a runt so I had to keep it. I set the other 3 finches free. I got it another one because I thought it was getting lonley. Ever since then I have found yolk at the bottom of their food dish. this morning I saw an egg. About 10 minutes later I went in there and the egg was gone. Not on the bottom of the cage or outside of the cage. It was gone! They laid their egg in the food dish. I saw yolk at the bottom. I believe they are eating the eggs. What shall I do? Are they both girls?