Thank you everyone!
Sander,
They start with a small depression in the substrate where they deposit their eggs then lightly cover them with some substrate, usually near the base of some object within the cage.
My girls have plenty of substrate to dig down into but they prefer to keep them closer to the surface.
Eggs are usually easy to find when you look for the little mounds they made all along the edges of whatever objects are coming into contact with the substrate.
Careful, the eggs are delicate yet usually easy to remove.
Best of luck, Give me a shout if you have anymore questions.
Renato