Yes, only females can pass abilities.
You get a DW Illumise (who is always female) and breed it with a father who has the desired egg moves. The resulting egg can hatch into a Volbeat, who will have its DW ability and the egg moves.
You get a DW Illumise (who is always female) and breed it with a father who has the desired egg moves. The resulting egg can hatch into a Volbeat, who will have its DW ability and the egg moves.