The best procedure to demonstrate that matter is conserved during a physical change is:
Find the mass of a cup of water. Boil the water. Find the mass of the water that remains.
This procedure clearly demonstrates that, despite the physical change (water boiling into steam), the mass of the water (when contained and accounted for) remains constant, thereby illustrating the conservation of matter during a physical change.
The other options involve chemical changes (like cooking an egg), removal of parts (like cutting an apple), or changes that might not allow for easy measurement of all matter involved (like melting ice).