You're baking the shells to dry them out, not kill pathogens. It's important to fully dry the eggshells so that you can break them up into a fine powder, which is safer for the chickens. Boiling the eggshells doesn't work because the membrane will still be intact, which makes it hard to crush the egg into small enough pieces. You don't have to bake the eggshells before feeding them to your chickens, but you need to break them up into very tiny pieces. Keep in mind that your chickens may start eating the eggs they lay if they get used to eating big pieces of shell.