What's more impressive is that it works the other way around as well.
i.e on the short axis.
Not between a finger and thumb, but lay it in the palm of the hand and attempt to crush it with the four fingers.
Don't dig the ends of your fingers into the egg. It will obviously break. You have to use the flat pressure of the fingers against the palms only.
Many years ago, I recall a friend telling me this and demonstrating with an egg from the fridge. Within seconds, he was covered by the contents of the broken egg.
What a pair of jokers. I wonder how many people there are with very messy hands only just realizing that the yolk is on them. (apologies but it was unavoidable)