Found a new health egg today (whoo! Unless, someone found it before me and I missed the note...)
I'm waiting till I'm done for the night to update the list. I'm stuck trying to find the best way to get that Sun Temple memory (the second cogwheel part is a bitch.) Also, where's the giant whale and crab boss that drops the crab armor?
The giant whale is in the lower left cave of the right map of The Abyss (the one with the entrance to the Ice Cavern).
Here's a picture of the map:

The Crab Boss should be located in the Arnassi Ruins map with the ancient turtle that brings you to the "Simon sez" monster, upper corner.
Nevermind, found the walker baby.
I'll add some information on how to find it:
Travel to the ancient turtle in the Kelp Forest, swim straight down into the current until you face a splitup of the path. Swim down again until you get to the big kelps on the floor and swim left, until your minimap blackens out. Switch into the Sun form and continue left until you see a path on the minimap leading down. There's a "rock-disguised" monster right ontop of the entrance. Continue down, swim past the giant walkers until one of the walkers blocks your path, swicth into Spirit form and slip through the walker, leave the Spirit form and get the walker baby.
I also pinpointed the entrance on the map: