Establish their winglessness before you establish their method of gestating children.
You're absolutely right that this is an easier task when you have a character who is from the culture of the reader. It's also fairly easy if the narrator takes the reader's perceptive when describing the aliens. You don't want to use your narrator in that way (nor should you). So you're left with a narrator who belongs to the world you portray, who wouldn't see anything here as strange.
Your narration needs to be subtle. Manipulate the order of scenes or the locations or background conversations. Anything that will be business as usual on first glance, but actually clues the reader in.
For example, you could show a character who likes to take a jog around the block before showering and getting ready for work or school. The roads are a bit slippery from last night's rain, so she's going to pick the running shoes with better traction. You might even show the character's frustration with having to wade through a large puddle on the way home because there's no easy way around it.
Totally mundane experience for a modern-day human in most urban/suburban areas, one that a book set on Earth might use as a way to get the character to a location where she sees something important, or bumps into another character, or just a way to establish her daily rhythms.
There is no way your readers will think you are telling them about your characters' anatomy, because it's assumed they're human, until they're not. Yet you've established a terrestrial being.
Showing multiple characters in motion, basic normal boring motion, in the first couple of chapters will solidify it. There is nothing out of the ordinary here. They move just like humans. As you bring in other elements to make it clear they're not humans, or on Earth, the reader will still view them as like humans in every way that you haven't explicitly told them about.
You can also bring in elements that humanoids would have. Smooth skin with hair on their heads and a few other places. Show a character shaving. Have a parent braid a kid's hair or kiss a husband's stubbly cheek. Throw in the weird colors if you like (even on Earth, such coloring is possible, albeit artificial).
By the time the eggs come in, your reader should know these are human-like aliens and not be too surprised at yet another difference. But they already know these aliens aren't birds, that they don't fly. Because you've established them as terrestrial mammals.