The egg yolk may pop because of a build-up of steam inside the membrane. To prevent this, pierce the membrane before cooking it. CAUTION: Eggs in their shell and whole hard boiled eggs should not be heated in microwave ovens since they may explode even after microwave heating has ended.

On my combination microwave/convection/grill oven, when I preheat to the convection temperature, the grill comes on also.
In order to raise the temperature in the oven as quickly as possible, both the grill and rear heating elements are used. However once the required temperature is reached and cooking commences, only the convection heating element is in operation.