Alright, I was able to enable profiling for eggs by editing *.setup.
Running 10000 requests gave me the following result:
procedure calls seconds average percent
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dispatch-request 10001 112.828 0.011 100.0000
read-request 10001 55.634 0.005 49.3082
handle-request 10000 40.381 0.004 35.7895
get/post-handler 10000 39.284 0.003 34.8181
SSAX:XML->SXML 10000 26.256 0.002 23.2706
scan-for-significant-prolog-token-1 20000 26.175 0.001 23.1988
element-parser 10000 23.971 0.002 21.2454
read-line-perhaps 10001 19.013 0.001 16.8511
SSAX:read-char-data 260000 13.856 0.329 12.2805
SSAX:read-markup-token 280000 11.773 0.205 10.4352
SSAX:read-QName 270000 7.265 0.690 6.4389
SSAX:read-NCName 280000 6.615 0.362 5.8628
http:read-request-attributes 10000 6.547 0.000 5.8025
SSAX:complete-start-tag 140000 5.562 0.972 4.9295
next-token-of 280000 4.684 0.672 4.1514
g61 10000 4.521 0.000 4.0069
write-result-response 10000 3.448 0.000 3.0559
write-response 10000 2.830 0.000 2.5082
SSAX:skip-S 440000 2.269 0.156 2.0110
SSAX:read-attributes 140000 1.886 0.347 1.6715
assert-curr-char 560000 1.341 0.394 1.1885
SSAX:scan-Misc 20000 1.314 0.57e 1.1645
skip-while 490000 1.262 0.575 1.1185
SSAX:assert-token 130000 1.210 0.307 1.0724
http:write-response-header 10000 1.188 0.000 1.0529
next-token 50000 1.174 0.348 1.0405
def-code254 10000 1.153 0.000 1.0219
def-msg255 10000 1.109 0.000 0.9829
def-alist256 10000 1.071 0.000 0.9492
def-port257 10000 1.034 0.000 0.9173
xml-token-kind 690000 1.026 0.486 0.9093