I don't know, I probably would have given them the second box. The fact that the brood frames were very full and they were building burr comb indicates to me they want to expand the brood nest. Bees are sometimes slow to build on the outer frames, especially if they don't want to put brood there, and if the flow isn't really cranking yet, they just may not be inclined to build out more honey frames, but they might like some more room for babies.
If your flow has started, it's perfectly fine to remove their food, but be sure they keep drawing. A nuc is behind and really needs to build up, and if the flow isn't strong enough to make them draw, you may want to put the feed on them again, at least until they have maybe 2 boxes drawn (or the flow really turns on). That's what I would do anyway.
I wouldn't worry too much about seeing eggs if I saw the queen. It's nice to see both, but one or the other is fine in my book. Also, it can be a good proactive measure to smoke again when you kill a couple of bees. That will keep their alarm pheromone from being smelled by the rest of the colony. I will usually just smoke their bodies to hide the evidence.
Oh man, that first taste of your own honey!! It's never as good as when you are eating it off the hive tool.