You need 2 accounts on the same battle net for this exploit to work.
It's very simple how this works, in the last challenge mode dungeon that you need to finish off your full 9/9 you have to log another character on a different WoW account on the same battle.net.
When you're done with the last dungeon you should get a set on the character you're logged in to on the other account aswell as the character you actually finished the dungeons on.
This applies for the mount aswell, so you'll get 2x of the Eggs in the mail.
It doesn't matter if the character on the other account is level 1, you'll still get the set/egg.
If I made anything unclear just say in the comments and I'll try explain it better :P
I hope this isn't a repost, I couldn't find anything similar when I searched.
I should also add that if you already have 9/9 from before, the exploit won't work.