Can Egg Moves still be taught through the Nursery without Breeding?
From Bulbapedia's Egg Move page:
In Sword and Shield, if two Pokémon of the same species are placed together in the Nursery and if one of the Pokémon has an empty move slot and the other knows an Egg Move, the Pokémon with the empty slot will learn the Egg Move. This will occur even if the Pokémon are the same gender.
Does this also work in Brilliant Diamond and Shining Pearl, or do I have to EV train a newly bred Azurill with Belly Drum and Aqua Jet?
Solution 1:
According to Reddit, YES.
The mechanic works the same as Sword/Shield, so this should be the official rule from Generation VIII onward.
Also because that rule you quoted is (actually) valid for Generation VIII, and Pokemon BDSP are in Generation VIII.