In this astonishing video by the Mihama Veterinary Clinic in Fukui, Japan, we observe the development of a chick embryo by shell-less hatching method. This demonstration is practiced mainly based on the scientific article written by Tahara et. al.
The eggs sold in-store are usually unfertilized egg and never develop into chicks, so you don’t have to worry about an eating embryo or baby chick. However, fertilized egg may be sold in organic or natural health stores, family poultry farms, etc. where chicks can grow just same as a normal chick would.