Matt,
Use the egg white straight from the shell and only very lightly mixed in a bowl. You do not want to whip the egg and then let it separate. That is just fine if you want to practice your tempera painting skills, but it will not work well for pore filling. It sounds to me like you are over working the slurry by trying to complete the fill in one go. That won't work because as the egg white slurry begins to thicken with wood dust, it begins to 'bridge' the pores. Everything will look fine and dandy but as soon as you sand back when its dry, you remove the bridging which reveals the pores again.
The technique requires a small area to be worked at a time and you must recharge the abrasive pad and move on to a fresh area while the slurry of the preceding is still quite wet. Allow the work piece to dry well, then sand and reapply in the same way and you should be done however some wood can take a 3rd application. Applied correctly, egg whites will fill every bit as fast as zpoxy and you do not have the sensitivity issues to worry about.
The biggest tip I can give is that grain filling with egg whites is like so many things 'you' will need to learn the process. Asking questions can help, but it is only though getting out there and doing it that 'you' will come to terms with it. The same thing goes for zpoxy, water based fillers, micro breads, what ever, if someone else has had success, then the method will also work for you just as long as you learn to apply them correctly.
The last thing you want to do, is to start thinking about mixing this product with that or that method with this, or trying to come up with a solution that will over come your lack of skill and experience. Going down that road will only add to your confusion and rob you of the valuable lesson to be found in your failures. There aint no quick fix, so pick a method and have perseverance and 'then' you will be rewarded with success.
Cheers
Kim
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First you should do a small test, pretty cheap, to see how compatible they are. Second, I'm not sure the fish glue, compatibility not withstanding, is going to solve your pore penetration issue. 
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