When using the new NBT pick block feature on a Mob, you recieve only a normal mob egg, with no NBT data
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Should be linked to MC-48503
I maybe wrong, but... I dont think you can do it as a MOB NBT data is only passed on via the command block code used to summon it.

As Warren said, mobs are entities. The pick-block function is gathering tile data and placing it within the "BlockEntityTag". Entities are not blocks, nor are they tile entities. There is no support for specific mob data stored in spawn eggs, thus feature requests should be made on the reddit or forums.
Intended for now. This feature only applies to tile entities and there is no way to give a player an item that will directly spawn in a modified mob.
Confirmed