It's been awhile, let me see if I can remember this. Zebra finch egg shells don't change color, but because of the changes inside them (baby finch) they will look different. If you have a small flashlight and "candle" them (you don't need to pick them up, really...just shine the light close to them) sometimes you will have eggs that the light will shine into (they'll kinda look yellowish with the light--that's the yolk reflecting, and usually unless they've just been laid, they're duds) or some that look a bit "whiter" than the others, the light doesn't want to shine the same through it, or there will be a pinkish look to it--that would be the light reflecting off the blood vessels on a developing chick. If they have that visably greyish look, it usually means that there's a baby inside, and it's getting ready to hatch in a few days. My zebra finches usually hatched out around 18 days after the eggs were laid.
If you aren't already, you should think about some type of soft food or eggfood for the parents and babies when they hatch out. The easiest thing I've done is to take a small slice of hard boiled egg and put it in a separate dish for them. As I got more involved and got more finches, I started making an eggfood for them. I'd crush up some pellets, smash up a hard boiled egg, add the pellets and shave some cuttlebone into the mix, mix it up well, and give them about a teaspoon full in a separate dish. Eggs spoil quickly, so it can't stay in there more than a couple of hours. But you need to make sure that the parents have plenty of food for the babies because they'll grow from honeybee-sized to full sized in about 3 weeks. That's a lot of growing to do! Good luck to you guys, hope to hear some news about babies soon!