"Suck an egg"

Owen really enjoyed his first day of preschool today.  They are big fans of having the children ease into the whole school experience, and they wanted me to stay with him for the entire 1.5 hours that he was allowed to stay for. While waiting they had forms for me to fill out and a worker interviewed/chatted with me about Owen for the entire hour and a half.  Very thorough. During our conversation, she was pointing out a box on a form that needed something specific.  She then said "I'm sorry. Wouldn't want to tell my grandma how to suck an egg." And I'm like "Excuse me?" She repeated the phrase and I had heard her correctly, but it made no sense to me and I started giggling and asked for some clarification.  Apparently, it's a what one might reply with if they were being condescended to and were being told something that was totally obvious.

Example:

The back seat driver in the car: "You need to turn here to get to your house."
The response "Would you tell your Grandma how to suck an egg?!"

So now I'm curious about the origins of such a phrase, but the nursery gals could offer no further clarification.  Ryan is out of town right now in Boston, and I can't wait for him return and state anything obvious to me so that I can use my new Scottish phrase.

FYI: lady bugs are called ladybirds here, saran wrap is called cling film, and the tin foil here might as well be made out of tissue paper, it's that thin and weak.

Three ladybirds sitting on a leaf. I'll call them Tina, Gretchen, and Jeseppe.