Golden Egg #39 is located on level 1-9 of Angry Birds Seasons Haunted Hogs. First, you must destroy the rightmost donut with the Red bird by detonating the TNT in the bottom-left of the level. Destroy the donut that appears next to the old TNT with the Orange bird. The trap door in the extreme top-right will drop, so snipe the donut with the Yellow bird. Now the Golden Egg appears in front of the slingshot, so grab it with a ricochet shot from the Red bird.
To obtain the star on the level is pretty simple, as it is Rube Goldberg style. You need only topple the leftmost pig to detonate the TNT below him, though you can earn some extra points by breaking the pile of pumpkins in front of the slingshot along the way.