Each of the little Space eggs resides within its own ring arc--which is a fragmentary ring of Saturn. One hypothesis states that glittering ice crystals swarming around in the ring arc might be floating down to the surface of Methone, filling in its impact craters or other rough topography. This is something that is thought to have occurred on two other small, icy moons of Saturn--Atlas and Pan. Icy stuff swarming around in Saturn's rings apparently piled up around each moonlet's equator.
The conspiracy that Fox missed (well, they do miss a lot) is called by its adherents "Alternative 3". Its promoters are shadowy individuals like Bill Cooper, a formal US Naval Briefing Team member with access to state secrets, who claims that an advanced American space presence is a reality. In Behold a Pale Horse, he reports that "A moon base, Luna, was photographed by the Lunar Orbiter and filmed by Apollo astronauts... I can say that 'Alternative 003' (a British TV documentary on this subject) is at least 70% true from my own knowledge and the knowledge of my sources."
The very productive Cassini mission might attain some indirect information by analyzing the ring arc material--however, it is unlikely to come close to the little moon again before the mission ends in 2017.