Ooo, yeah they are too dry for sure. Using substrate can be really frustrating because it is a bit hard to get just right. I go substrateless for that very reason. They shouldn't look that dented until a week, maybe 2 before they hatch.

Here's a picture of my eggs on day 52, roughly a week before they are due to hatch


The rest of the time they look like this, they might get a really small dent, but they stay pretty pump and round till the end.