Possibilities include balloons, popcorn, packing peanuts, wads of paper or cereal puffs. Encase the egg in any of these inside a paper or plastic bag, a sock or a stocking.
If you do not have bubble wrap but do have other packing materials, like packing peanuts, inflated plastic packing packets, packing paper, cotton balls, or crumpled newspaper, you can use these materials to cushion the egg, as well.
