Here come I with pure speculation...
I'd guess directly on your heat source. The concern in the usual setup for a snake is that the snake will do something to make the thermostat think it needs to run the heat source way more than it actually has to. In an incubator, that isn't a concern, so I'm thinking it may be safe to put it in the egg box. However, when the eggs do hatch, that immediately becomes a concern, so it's probably safer to put it directly on the heat source and use a thermometer or temp gun on the target area.