I tought so.. well can't blame you as I learned not too long ago too :P
From my experience, the gender/ability no longer are set the moment the egg is generated, but only after you actually take the egg from the day care man. This means that once the guy's holding an egg you can save, get the egg and if you don't like it, you simply SR and get a new one (I realized only after breeding for synch munnas... now that was painful -.-).