Which came first the chicken or the egg? In the case of Finches it truly gets confusing. The feeding regime for my finches has been based on research I have done. Over the course of a week they receive a combination of bird seed, fresh alfalfa, thistle seed, a finch food, mealworms, millet, and egg. Yes - egg.
Cannibalism? No. It is suggested that you boil eggs and give the birds the egg and the shell daily (and remove it after an hour or two). I love my finches but I am not going to boil them an egg every morning - then hang around for an hour until it is time that what is left can be removed before it spoils. I wouldn't do that for my children. Luckily (for the birds) there is an egg supplement you can buy that can be put in a feeder that is stable. And it is one of their favorites.
Still, do cows like hamburgers? Or pigs pine for sausage? I don't think so.