I had a veil egg bust out the side once like this. No idea why. Rest of the clutch hatched out fine. If hatching medium becomes too dry, eggs will shrivel up and dry out. I wonder if it becomes too wet, they burst. I have read, it is better to be a little too dry and too wet.
I agree with Carl, I've never actually experienced it myself but I've heard that too much moisture in your vermiculite or if you actually getting water on the egg could cause this.
This is how I do it. Soak the vermiculite in water. Grab a hand full and make a fist. Keep squeezing until you are down to just a drop or two of water. Fill your container half way to the top and smooth out the surface packing it down slightly.
Most important for you right now is when you transfer the eggs do not rotate them at all. Take a pencil and put a small mark on the top of the eggs so you know their proper position.