BIG congrats! I'll ask what everyone else is thinking: Who is the father?
Next, don't worry about the probe making a dent in the egg. If you are threading it through a hole in the tub, simply tape it in place. My only concern with the probe directly above the eggs is that when condensation collects on the probe it could:
a) short out the probe
and/or
b) the condensation could drip onto the eggs
I generally don't drill a hole for my probes. Simply set the probe on the floor of the tub next to the eggs and close the lid. The lids don't close tight enough to damage the probe and a piece of tape will keep it out of the way.
Also, don't worry too much about slight discoloration. Sometimes the eggs do discolor slightly in the beginning. Gray spots are usually thinner areas in the egg shell (as long as they are not spreading, slimey or fuzzy). If you are worried about mold you can always pick up some athlete's foot powder and sprinkle it (lightly) on the moldy areas.
The hardest rule you will have to follow... leave them alone! Check the thermostat daily and open the egg box/incubator no more than once (maybe twice} a week for a moment or two and to allow fresh air in and take a quick peek on their progress.