The outer part of the eggshell often has salmonella on it, which can transfer to the yolk when cracked. My vet is dead set against it, since once the animal get salmonella it's very hard to help them get over it.
You can cook the eggs in the microwave and feed them, that's not a problem, it kills the bacteria.
Added--I notice the survey listed above didn't cover any contamination of the eggs, it just talked about if the protein in the egg was a good or bad thing.
Raw eggs are bad for everyone.. but they're probably less harmful to cats and dogs because they are omnivores and their stomach acid is much more able to digest harmful/harsh substances.
Egg whites are a good source of protein for both animals although you may choose to not feed them the yolk as it is high in cholesterol for humans and animals. Eggs have been found to carry salmonella although cats and dogs have tougher stomachs than humans so there shouldn't be a problem. You say you have been doing mixing there regular food with egg for a while? well just proves that they have no allergies or upsets to the egg so don't worry
This gives good statistics and information. http://www.weim.net/homeovet/eggsurvey.h…
Their conclusion: The results of this survey confirm my suspicion that feeding raw eggs should not lead to a problem of Biotin deficiency in dogs and cats as long as there's no excess in amount and/or frequency according to the animal's weight, both egg yolks and whites are fed, and they are fed along with a variety of nutrients in a raw fresh diet, as variety is the key to a well balanced diet.