The origins may be obscurebut the meaning is plain. Children in years gone by learned the trick of sucking the contents out of an eggshell without breaking the shell, by making a pinhole in each end of it. Understandably this new trick would inspire the child to want to brag about it and teach it to others, who had learned about it over sixty years earlier.

Here is an entry from a language forum which I find credible:

"Collecting bird's eggs and displaying the empty shells was a popular
child's hobby from perhaps the mid-1800s to mid-1900s. The phrase
"teaching your grandmother to suck eggs" entered the language from
a famous cartoon in "Punch", perhaps about 1890, in which a
precocious child with a bird's egg tells his grandmother "You see,
Grandmama, before you extract the contents of this" for bird's egg> "by suction, you must make an incision at one
extremity, and a corresponding orifice at the other." Grandmama's
response is to the effect, "Dearie me! And we used to just make a
hole at each end." The Punch cartoon page is responsible for
several more otherwise incomprehensible turns of English phrase.
The best-known may be "Like the curate's egg, good in parts" from
a circa 1920s cartoon in which a dinner hostess says to a shy
guest "oh dear, curate, I'm afraid you have a bad egg" - graphically
shown in the picture - and the curate (a junior clergyman), desperate
not to offend, assures her that "no, parts of it are very good".
"