Eggsteroids is an episode of Angry Birds Space that is the Space version's equivalent of the Golden Eggs episode of the classic Angry Birds. Golden Eggsteroids are found within levels themselves. When an Eggsteroid is obtained, the user is transported via a wormhole to the Eggsteroid level. When the level is completed/player gives up, he/she will be transported back by wormhole to the level where the Eggsteroid was. From that moment, the player can freely access the Eggsteroid level by going to the Eggsteroid world in the episode selection screen. The background of the eggsteroids episode has a large egg-shaped planet in the middle with eggsteroids floating all over the place (possibly the Angry Birds version of Saturn). The background also has a yellow sky and stars.
The following is from The World of Angry Birds Official Guide, as told by the Mighty Eagle:
THROUGH THE WORMHOLE
Space is a funny old place. Take the eggsteroids for example. Little did Super Red realise when he tried to grab the first that he would be sucked through a wormhole and deposited in a pocket dimension full of Piggies to pop. And when he was done, he was miraculously transported back again. Bizarre.
The Eggsteroids found in Red Planet are references to the exploration missions to Mars, while the other ones (except the Samsung Bonus Eggsteroid) are homages to classic games.