Sorry the EGG isn't here....
Roe's advice to help find Thor's Egg is: "Just keep on clicking!! Don't give up!!"
You look at Roe with annoyance at his cheekiness and he realizes that you don't think he's genuine-- he quickly adds, "Seriously this is a hint! There's other petz around here who want to help you. If you're stuck, use all our hints together."