The Phrase Finder has "Don't try to teach your Grandma to suck eggs" as older than you might think, but without any explanation of the egg sucking part. I'm still working on that. . .
Meaning
Don't offer advice to someone who has more experience than oneself.
Origin
These days this proverbial saying has little impact as few people have any direct experience of sucking eggs - grandmothers included. It is quite an old phrase and is included in John Stevens' translation of Quevedo's Comical Works, 1707:
"You would have me teach my Grandame to suck Eggs."