I make my egg salad "robust" (not juicy). This is fine when using a fine grained moist bread like whole wheat - (or God Forbid Wonder Bread) - but when building on coarser grained breads like sour dough a schmear of Mayo on the bread helps hold the sandwich together.
der Brucer
Of course I also mix mustard with my mayo for egg, tuna, ham or chicken salads.