How can Taenia solium (tapeworm) lay 35,000 eggs per proglottid?
The eggs are very small compared to the proglottid.

According to this site:


  T. saginata can be up to 4 to 6 meters long and 12 mm broad; it has a pear-shaped head (scolex) with four suckers but no hooks or neck. It has a long flat body with several hundred segments (proglottids). Each segment is about 18 x 6 mm with a branched uterus (15-30 branches). The egg is 35 x 45 micrometers, roundish and yellow-brown. It has peripheral radial striations and contains an embryo with 3 hooklets.
  
  T. solium is slightly smaller than T. saginata. It has a globular scolex with four suckers and a circular row of hooks (rostellum) that gives it a solar appearance. There is a neck and it has a long flat body (0.1 meter in length). The proglottids are 5 x 10 mm with a 7-12 branch uterus. The eggs of T. solium and T.  saginata are indistinguishable.


I assume that the measurements given for the T. solium proglottid relate to the dimensions of your diagram, and since this is a tapeworm it is thinner than either of these values, so let's assume 2 mm to make the arithmetic easy. 

volume of proglottid = 5 * 10 * 2 * 10-9 = 100 * 10-9 = 10-7 m3.

The egg approximates to a 40 &micro;m sphere = 33,500 * 10-18 m3

So, volume of 35,000 eggs = 1.2 * 10-9 m3

So, volume occupied by eggs = (1.2 * 1010-9 * 100)/1010-7 % of proglottid = 1.2 %

So, not much of an accommodation is required for the volume of the eggs, even allowing for errors in this approximation (e.g. I neglected spherical packing which would add somewhat to the volume occupied by the packed eggs).