Even if the embryo had enough of a developed brain to be infected, its small size would be destroyed by even a weak zombie bite. Probably wouldn’t become anything but mush, although if it was able to be infected, it might be a pile of mush that just kind of squirms around, and a threat to nothing since it doesn’t have any teeth. And even if it did, you’d have to stick your finger right there.
That is, also, assuming that the zombie didn’t swallow the whole thing to begin with, which it probably would.