Love eggs are not designed to be used during penetration, but wireless ones are claimed by many to be lots of fun with couples while one has the egg in while the other controls the remote so she doesn't know whats coming next.
Cock rings are really the only toys designed to be used during penetration so that both parties can feel vibrations. The Wee Vibe is a small vibe designed to be worn during intercourse too. Those who like it love it apparently!
There is also the option of using a simple vibrator or bullet and holding it against the mans testicles/shaft/pubic mound during intercourse.
But... I suppose it would be possible to use a small love egg or a slender sex toy during penetration, but I wouldn't personally recommend it, and if Mrs Kitty doesn't like the thought, then its probably a no go, but I have heard stories of people using toys during penetration to indulge double penetration or feel need for extra girth.