Well, I read an explanation of it in a Reader's Digest "How Do They Do That?" type book many years ago, and it involved various metal tubes and rods (but luckily for the chickens AFTER their input has ended).
Firstly, the whites are cooked in a tube with a central rod, forming an egg white cylinder, then the rod is extracted and raw yolk inserted and cooked. So you have, effectively, a very long egg which can be cooked into the pie.
Full marks to M&S (no pun intended) for not going fully industrial.
Why don't chocolate chips in chocolate chip cookies melt when they are being baked?
Rob