Question: What song is everyone whistling while they're carrying the giant egg?
Answer: The song being played is "Colonel Bogey March", which has the whistling in it. No one carrying the egg were whistling themselves though. Although in one shot I did see a character breathing out (something people do when lifting or carrying heavy things) which might look like he's whistling.
Answer: The music playing while they are carrying the giant egg is from, "The Bridge on the River Kwai." It's a classic World War II movie, soldiers marching into a Japanese prison camp are whistling that tune.