Because I sux at chaining, I decided to use the Masuada Method.
But if you save 1 step before the egg hatch, and you soft reset till you get shiny... Will it work?
Or I will need to hatch about 900 Ponyta?

No; shininess, nature and gender are set when the egg is made. IVs are set when it hatches and that's all you can reset for.

You'll need to just keep hatching!

IVs aren't set when the egg hatches, mang. Everything about the Pokémon is determined when the egg is made.

Although shininess can change depending on if you trade the egg, because it has something to do with some hidden value relating to the player's ID. It's said that it's possible that you could hatch an egg you got in a trade and see it as shiny on the hatch screen, but not actually have it be shiny, in which case the person who created the egg would have gotten a shiny hatchling out of it. The reverse is also true. Still a ridiculously rare occurrence.

Good luck Masuda-ing. I mean that in the literal sense--some people are just lucky and get shiny Pokémon out the wazoo, trying or not, and then you got people like me who have only encountered a grand total of eight of them, excluding Gyarados, over thirteen years (with two of them being Golem and Golbat, of course). I Masuda'd a Poliwag and it took about five days to finally get a shiny one.

Wew... I'll need luck!
I saw 12 shiny and captured 10 of them, in 7 years.
Maybe I'll get it soon... who know?
I've already hatched 150 eggs.
I'm gonna get it soon, I feel it.

Just to clarify in case anyone reads this thread in the future, that's wrong, Skeleton. I'm sure it's somewhere in the Psydex but if you need proof just save, pick up the egg and hatch it twice. The stats change because the IVs change.

That can't be... unless they changed that in HGSS or BW.

Well in Platinum I bred a Togepi egg with nasty plot and a modest nature, then rehatched it until it had good IVs. I use the RNG to breed in Black, and you can advance it before you pick up the egg (but after it's made), so I assume it's still the same.

I am sure that IVs, nature, and possibly gender are determined when the egg is actually picked up.

Again, the only thing determined when its picked up is IVs, the rest is when it's made. I'm 110% sure. ;o

I'm 120% sure, I tried it

Hmmm... I have hatched 400 eggs and still no shinies.
I have 13 boxes full of Ponytas. xD

Nature and ability are determined when it's actually picked up; I tested this.
I'm more concerned for when shininess is determined. It's probably when it's actually made. Sigh.