For this trophy, you need to get to the end of Agent 9's area and get the egg from that questline.
Once you're done that, you can go back to Dino Mines. If you haven't started it yet, it'll be almost at the end. Personally, I like to go grab the egg from the end of the level before going to take this challenge on since the jumping off point is right next to the breakable wall to reach the end and remove the bars surrounding the sheriff as well as the portal to get the egg for getting to the end of the speed swimming area.
Once you get into the area to play as Agent 9, don't stop using the firing button. There are several spots if you're firing before the enemies come into frame and moving the curser to get rid of them. Since this egg challenge is on rails, you don't have to worry about moving Agent 9 throughout the level. There are several spots throughout where the energy pellets can bounce off and hit an enemy, so don't get discouraged if the first few enemies don't get hit. The best area for it to happen is in the bank area where there's wanted posters of all the companions you've played as are located.