I like waiting a little bit before updating my signature. When I get another shiny tomorrow, I'll just have to update it again, so why bother doing it now? "lol" I like to be optimistic. :D
No, that's the thing. You need to hatch it on a game you DIDN'T receive it on Mystery Gift. It has to be on another game. Say you got the egg on Mystery Gift in Diamond. You trade it to Pearl and hatch it. If it's not shiny, SR and trade the egg back to Diamond. Completely delete Pearl and start a new game. Trade the egg to your new Pearl file. If it's not shiny, SR and trade the egg back to Diamond. Completely delete your Pearl file, ...