The other thing to consider with dairy products, particularly milk, is that if you have a family history of Type1 Diabetes, you may wish to delay introducing dairy until after one year. There has been an association with starting milk early and developing Type 1 diabetes in those families. I think it's something to do with the protein in cow's milk in succeptible individuals can cause an autoimmune response - basically the baby's body reacts against the protein and a similar protein in the body responsible for insulin production is also attacked (but don't quote me!).
With egg whites, it's not only the risk of salmonella, but also the protein in the whites can be very allergenic.