Its a common technique for frying eggs in a lot of oil and at far too high a temperature (this results in the oil breaking down into possibly nasty chemicals and burnt edges to your egg). You should actually use a non-stick pan, very little oil (i use olive, not virgin olive) perhaps a quarter teaspoon and a lid for the frying pan, that will do a whole dining room full of people eating fried egg. That way the egg actually gets steamed at the top. Not sure about shaking a fried egg, there really is no need if you limit the oil. If you use a ceramic pan you only need to wipe the pan with oil (try butter).
You can get oil spray containers which you fill with your own oil, but i've never found them very good. I use canned spray oil from Costco (£9.99 for 2 482g cans delivered, cheaper instore), which is Canola (processed rapeseed) oil and whatever your beliefs on canola oil is great for spraying clingfilm for covering bread dough as it proves, lasts for ages and doesn't clog.