Great idéa. Not much of an adaptor is needed really.
If the pen arm horizontal part had a “V” shaped “hole” (to take different wire diameters) to guide the wire you would only need a ‘device’ to keep tension on the wire.
As the pen arm is moving along an arch rather than in a linear fashion the program driving the ‘egg-winder’ would have to take that into account to position the arm correctly.
To get the coil former to stay between the egg couplers just two cones could be used, by having different diameter cones you would be able to use a wide range of coil formers.
Stay tuned for an Inkscape “winder” extension.