No, it cannot be done.
Beldum can only breed with Ditto. It can take on Ditto's nature, as normal. Add Everstone to Ditto for the desired nature. Beldum cannot learn egg moves, sadly.
Just for support on the subject and some clarification on egg groups, here's a quick summary.
To breed a Pokemon for a good moveset or whatever, you must know what "type" the Pokemon that you want is such as Monster, Plant, and Water (1-3). If both (a male and a female) are the same "type", they'll mate and hatch an egg. The female Pokemon will produce an Egg containing the actual Pokemon (i.e. If Breloom was female and she mated, then the Egg wil hatch to be a Shroomish. If Beldum was mated with a Ditto, then a Beldum would hatch.) For a Bagon to learn Hydro Pump (it's possible!), the male Pokemon breeding with the female Bagon, Shelgon, or Salamence must know Hydro Pump. The father passes on attacks to the egg and the mother produces the egg.
