not to spoil this, but I glimpse both the egg and lemon carted off in the other hand while the main attention is focused on the orange.
The orange with lemon inside and lemon with egg inside must have been prepared before hand. For example, the magician using a small knife cut the orange and his "simulated" cut is not that straight on both the orange and the lemon, and not even complete cut all around, but when the magician opened the orange, it was a perfect circular cut, and so is the cut on the lemon, he did not even completely go around the lemon when he separated the cut, and yet it was perfectly cut. Even surgeons would be hard pressed to cut and separate those cleanly and perfectly using just a small knife, no matter how sharp. So those were cut before hand using a large sharp knife with a single cutting stroke to be perfectly cut. They must have several of those prepared egg-in-lemon-in-orange fruits and are ready for next batches to be entertained.
Don't get me wrong, I was well entertained by the video. Thanks!