Conard said something interesting concerning the “cop-out” ending of Hannah and Her Sisters.  I do agree it is unharmonious with his films’ general vision to an extent.  Though, I think it is more of an interesting revelation on the human condition.  It exposes Allen’s own need for escape from life’s harsh, absurd truth.  Critic David Thomson is quoted in a BBC article: “Woody Allen: French Kissing in the USA” saying that Allen has “always insisted on making movies about his own angst as a cunning diversion from true self-examination.”
His audience connects with his un-“superman” condition—as do I when I find myself looking for the box of tissues at the end of Annie Hall or Manhattan (and the list continues).  No matter how much time he spends meditating on the absurd nature of the universe, he is ultimately confined to the human condition.  His films illustrate his own existential crisis.  Allen escapes through his cinematic creations. Alvy from Annie Hall recaps it perfectly: “You know, you know how you’re always tryin’ to get things to come out perfect in art because, uh, it’s real difficult in life.”
In the end, Mickey’s final happiness with his new wife (Hannah and Her Sisters) after his tumultuous search for God could be considered a cop-out, or a wise path.  As Mickey “escapes” being consumed by his overwhelming sense of chaos, Allen escapes through film.  Art forms have the power to reshape reality and provide some measure of control, thereby compensating for life’s limitations (i.e. death, loss, and so on).  Not only art provides this measure of control.  Just look at the character transformation of Elliot, the character of Michael Caine.  We all need the eggs--including Allen.