I think it does give extra nutrients, but I don't really know how bad it can be for your orchids. But in general, decomposing matter can develop fungus, bacteria and even be a suitable breeding ground for pests.So maybe you should avoid it, just to be on the safe side!
Egg shells are good for plants because they contain calcium, which is important for the development of the plant. But if you are giving fertilizer maybe it's not necessary.
Sorry that I can't really tell you if it's better to continue or stop!!
Camille