You can run pipe and x commands through EG.
There are a number of ways in which this can be done, but as you are running local EG, here is the solution you need:
Go to Start and type regedit
Navigate to HKEY_CLASSES_ROOT\CLSID\{440196D4-90F0-11D0-9F41-00A024BB830C}\LocalServer32
Here you will see the sas command used to start your local workspace server session. In this command, replace the -noxcmd with -xcmd.
Restart EG.
Easiest way to check is to run proc options and check xcmd is now set.
Cheers.