Yep in situ incubation is always best, you might not have as high of a hatch rate, but the ones that do will be healthier and stronger.
Several eggs are perfectly fine being in direct contact with the medium, but when you think about it day geckos *usually* lay their eggs at higher elevations that means they will still be in a humid enviroment but not in direct contact with a continuously wet substrate. When I first started breeding day geckos it took me a while to work out the kinks! Now I just have a small feeding dish holding the eggs inside of a ziploc container with vermiculite, and I keep the whole thing in the adults tank so it get's the fluctuating temperatures as well. A dozen P.Grandis babies this year seemed to approve!
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They are extremely fragile. I feel sometimes if I even touch them they will break. Actually one of my most successful hatchlings was born from an egg that was tossed around. As I was removing it from the tank, the egg actually became unstuck from the plastic material it was laid on and ended up soaring through the air and landing on my lap. Luckily I was sitting down at the time. My wife and I both screamed, lol, and proceeded as normal, hoping there was no permanent damage done to the egg. Low and behold, two days later it hatched. 
