We don't have an Eglu, but we do have a variety of other housing. Chickens are often nervous of new surroundings. When we move them to new accommodation, we try to put them into the house in the evening, and shut them in overnight. Open the door in the morning, and they'll (usually) have got the idea that the house is where they are supposed to sleep, and will return to it the following evening.
Or is your problem more long lasting then that?