Yep.. fake.
I worked for NEC Australia (mobile phone division) when those two clowns made that video..
I had the necessary equipment to try to repeat the experiment, and of course I failed.
Very simple math will show how impossible this is:
The phones used in this video were Nokia GSM phones.
Maximum radiated output peak power from class 5 GSM phone is 29dBm (+-2dB) (750mW +-2dB).
The TX duty cycle is 12.5% - which means the phones are radiating 125mW each.. 250mW total, in all directions (not only into an egg).
If we assume the egg absorbs only 10% (I think this is very optimistic guess), that is 25mW.
No way to cook an egg with this kind of power, even after couple of hours.. with ideal thermal insulation.. ... and the battery would last 35 minutes maximum (at full TX power).
So.... no worries.. no one will get their brains damaged by using the mobile phones as such

IMHO, even the alleged link between brain tumours and mobile phone usage is VERY questionable... increase of 1-2 in thousands of cases of brain tumours caused by other factors? Not very strong link, really.