There are certainly glass-like projectiles that occasionally rain down from the sky, though they don’t tend to look like blue spiral-wrapped eggs. They’re called tektites. Most are blackish round lumps, like this. Occasionally, they’re more translucent and colored, like this.
They’re thought to originate as molten blobs formed by the heat and pressure of meteor impacts on the surface of the earth, and sent flying through the atmosphere, where they solidify before falling back to earth. Some solidify into unusual forms because of the air resistance as they’re flying.
I guess the more fancifully-minded could think of them as “cloud pearls”. I wouldn’t think it would be much of a blessing to have one of these land at your feet, though, since it would mean you’ll soon be dealing with the fallout from a major metor impact.