I have a set of 5 pgymy corys in a 10 gallon with a handful of neocaridinia shrimp that i set up to breed the pygmy corys.
Mine have been laying eggs on java moss and the glass in the corner of the tank. My understanding is that they will look for an area with a good bit of water flow which seems to be born out by my tank.
The eggs if fertilized will go a brownish color and take 4ish days to hatch. They are super small, and if you have a gravel substrate you will likely see them disappear. I just got mine to spawn in the last two weeks after they grew up a bit. I am currently experimenting to see what method makes more sense - leave in tank with the parents or pull the eggs and hatch in a hang on fluval breeder box. The parents do not seem to be interested in eating the eggs, and general internet knowledge seems split 50/50 on if they will eat their fry. So we will see what method will lead to a higher hatch rate.
Currently have 14 in the fluval breeder box that are growing. Feeding baby brine shrimp and super crushed flake food. I threw a couple bits of indian almond leave in the breeder box and some java moss. They seem to like to hide under the indian almond leave bits at this point.
If you have neocaridinia shrimp they are like my favorite trick for hatching / raising fry. Toss em in with the eggs, they eat the fungused ones (seem to ignore healthy eggs) as you start to feed the fry they will scavenge and eat whatever the fry dont eat. They are the nanny's of the fry.