What to do in the moment
The game's own instruction is the recovery: land and let the egg go. A carried egg does not survive a failed crossing, so holding on does not bank it, and landing is what stops the loss from compounding. Once down, the bar refills and you can either take a shorter route back or accept the lost egg and prepare the next attempt differently.
Recover by reversing the last costly action, then repeat the step the hazard interrupted.
