I know a lot of keepers use vermiculite (and have enjoyed success), but I'd advise against it in the future. It has a tendency to flake off into little pieces that could potentially get in a neonate's eyes. It also retains too much moisture in my opinion. After hatching my first clutch, and noticing a neonate with vermiculite in it's eye, that was enough for me to find something better. I use perlite exclusively now. It's easier to control moisture, and providing you sift the bigger particles from the dust, you should experience few eye problems if any. That being said, I have never switched the medium on my eggs during incubation, therefore, you should consult other members that have done so.
The egg in your photo is done. Take it out before it starts growing mold. Dents in an egg are reversible (too dry), but a shriveled egg, in that type of moisture, is infertile.