On various websites such as bulbapedia and serebii, the parents for egg moves are listed. But, lets say I want to breed for an Absol that knows play rough. In order to do this, I would have to first start out with another pokemon, say, a (male) mawile, that knows play rough. Once I get an absol that knows play rough, though, can I further breed this 'play rough absol' with another absol / ditto to get more absols that know play rough? Or would I need to keep using mawile?
Yes, as long as you have one parent that knows a passable move to the offspring, you will be able to pass an egg move.
It doesn't matter whether that egg move itself was obtained via breeding; a move is a move and it can be passed if it can be passed on.
As of Gen VI, it doesn't matter whether this egg move is on the father or the mother Pokémon. As long as any one has the eggmove, it can be passed down (breeding was made easier in more than one way in Gen VI!).
According to the Bulbapedia page regarding egg moves, if the male parent knows a move that the child can learn via egg move, the child will learn it.
The key here is that the egg move has to be on the male parent. So if you breed a male absol with play rough and continue breeding with a ditto (or absol) you can pass this move onto more absols.
This is the driving factor for chain breeding.
As an example proving this will work, I'll use my method for getting a Sneasel with Ice Punch. Start with Hitmonchan with icepunch and breed with female Buneary. Resulting male Buneary can then breed with female Sneasel to get a Sneasel with ice punch.