Wait for about 3 months after point of lay to make sure the pullet eggs are large enough for a healthy growing developing chick. Your pullets are unlikley to sit on eggs either unless they are broody. If you just leave all eggs in the nest, chances are, they will just keep on collecting.
A hen will have to want to set before she willl sit on eggs, and if she wants to set, she will set on nothing even. Sometimes eggs in the nest will help encourage setting but not necessilarly.
maggiePI, Mother Nature has a wonderful way to get things right on the first try, usually. Silkie is right about waiting for mature pullet eggs. Most of the timing is right naturally, however exceptions always exist and then there is no hatch. No real loss.
Thanks for all the info. My game hens have been hiding in dark places when free in the yard making me think they may be contemplating a hidey spot for eggs. My MaggiePI (first game hen) used to do that and I wouldn't see her for a while then find her on a pile of eggs.
I think I will make some of those 5 gallon bucket nests for the girls so if they start being broody I can carry them away to a safe place.