Fifteen years ago, I learned from a neurologist how to embed perfused, glutaraldehyde-fixed rat brain in egg yolk (from store-bought, separated chicken eggs). The original technical note by Adoff (reference below) for whole dog brain tissue was used, and we adapted the procedure for rat brain.
1) Fix the whole brain, minus the meningas, in 10% formalin or glutaraldehydesucrose (1 % glutaraldehyde + 30% sucrose), then place in a specimen container of 30% sucrose, 10% formalin and 0.9% NaCl, The brain is left in this solution until it sinks (less than a week). This step prevents formation of ice crystals when freezing (The meninges must be removed, or the brain will not adhere to the egg yolk.).