A Penance egg is used to colour an Abyssal whip or a Dark bow in the rewards of Barbarian Assault. This is proven from the examine text of a coloured whip: A weapon from the abyss painted (colour here) from the yolk of a penance egg, although they never go into the player's inventory. It can take less than an hour to unlock all four eggs if you are able to find a good team that works together well.