Hello,
I am no expert but try to drop the eggs one by one, not as stacks of two or more.

Also there is probably a limit to how many chickens/hens can be nearby.
If there are too many then eggs might not hatch until the number of live chickens/hens in the area is reduced or moved somewhere.

Edit:
I forgot to mention, make sure the game actually consider the eggs as sheltered. If you would stand where the egg is laying you should get the "Sheltered" status effect on your screen (along with the "Fire" status).

https://valheim.fandom.com/wiki/Shelter_Effect
https://valheim.fandom.com/wiki/Fire_Effect