What is the meaning of baked egg in Passover?

Boiled and then roasted, not baked. Beitzah - A hard-boiled egg (which is then burnt on one side), symbolizes the korban chagigah (festival sacrifice) that was offered in the Temple in Jerusalem and roasted and eaten as part of the meal on Seder night. Although both the Pesach sacrifice and the chagigah were meat-offerings, the chagigah is commemorated by an egg, a symbol of mourning for the eventual destruction.

Pesach (Passover) is important to us since in it we relive the Exodus from Egypt and our birth as a nation, both of which were preparations for receiving the Torah from God. The highlight of Passover is the Seder meal. This meal is of great importance in Judaism. It is a 3325-year old continuous tradition that began on the night of the Exodus from Egypt (see Exodus chapter 12), and is fully detailed in our ancient Oral Traditions (Talmud, chapter Arvei Pesachim).

The Seder meal is one of those occasions, like Yom Kippur and Hanukkah, that Jews all over the world, Orthodox and non-Orthodox alike, observe in common. During the Seder, we keep the essential mitzva and customs of handing Jewish traditions down to the next generation, with the traditional Seder foods and the ceremony of reading the Passover Haggadah which retells the events of the Exodus.