Upvote:2
I'm not aware of any Christian denominations who hold such a belief, though there may be individuals or groups self-identifying as Christian who do.
The Roman Catholic Church, most Orthodox churches, and most Protestant churches, hold to the Nicene Creed as an authoritative statement of the core of their faith. The Creed states that Jesus was "incarnatus ... de Virgine Maria" (often translated "born of the Virgin Mary" but more literally translated "made flesh from the Virgin Mary"), which appears to have always been interpreted in the sense that Jesus was (in your words) "conceived of the egg of Mary". It is (as you briefly suggest) largely for this reason that Catholics understand Mary to have been conceived without original sin—or more accurately, redeemed by Christ Himself in the instant of her conception.
If Mary were not the source of the fleshly body of Jesus in this sense, it would be difficult to reasonably explain things like "Behold, you will conceive in your womb and bear a son," or "And how does this happen to me, that the mother of my Lord should come to me?" (cf. Luke 1)
The stumbling-block you're having is "holy thing" in the King James translation of Luke 1:35. But that wording is only used in the King James and translations derived from it. I don't know enough New Testament Greek to explain ἅγιον ("holy") in that verse; it could be neuter nominative or accusative, or masculine accusative; and I would have thought it would agree with Υἱὸς ("Son [of God]"). If this continues to be a stumbling-block, I suggest posing the question on Biblical Hermeneutics.SE.