add egghead embeds for new mdx screencasts (#21781)

docs/docs/mdx/getting-started.md

@@ -60,6 +60,11 @@ Alternatively, you may be looking to configure an existing blog site to use MDX.
 > `tableOfContents` and you haven't previously added a `gatsby-source-filesystem`
 > pointing at `src/pages` in your project, you'll want to add one now.
 
+<EggheadEmbed
+  lessonLink="https://egghead.io/lessons/gatsby-set-up-a-gatsby-site-to-use-mdx-with-gatsby-plugin-mdx-with-a-default-layout"
+  lessonTitle="Set up a Gatsby site to use MDX with gatsby-plugin-mdx with a default layout"
+/>
+
 ## What's next?
 
 Go check out the [writing MDX guide](/docs/mdx/writing-pages) to find out what else you can do

docs/docs/mdx/importing-and-using-components.md

@@ -24,6 +24,11 @@ You can import your own components.
 
 **Note**: steps for importing custom components or MDX documents from a relative location in your project are also covered in the [Writing Pages in MDX guide](/docs/mdx/writing-pages/).
 
+<EggheadEmbed
+  lessonLink="https://egghead.io/lessons/gatsby-import-and-use-a-react-component-in-markdown-with-mdx"
+  lessonTitle="Import and use a React component in Markdown with MDX"
+/>
+
 ## Make components available globally as shortcodes
 
 To avoid having to import the same component inside of every MDX document you author, you can add components to an `MDXProvider` to make them globally available in MDX pages. This pattern is sometimes referred to as shortcodes.
@@ -63,6 +68,11 @@ The Chart is also available since it was passed into the MDXProvider:
 
 Because the `<Message />` and `<Chart />` components were passed into the provider, they are available for use in all MDX documents.
 
+<EggheadEmbed
+  lessonLink="https://egghead.io/lessons/gatsby-make-react-components-globally-available-as-shortcodes-in-mdx"
+  lessonTitle="Make React components globally available as shortcodes in MDX"
+/>
+
 ### Additional resources
 
 - Follow this detailed [example on using MDX](/examples/using-MDX) to import and render components.