My cocktail has laid an egg. She had no male contact. What shall I do?

This happens a lot with single female parrots during breeding season. Her hormones are raging! Leave the egg where she has laid it and let her abandon it on her own in her own time. She may lay more eggs, possibly up to 6, so just leave whatever she lays alone. She'll realize eventually they won't hatch and she'll abandon them. Then you can remove the eggs and destroy them. If you remove any of them before she is ready to abandon them, she'll most likely keep laying and laying until she has a full clutch under her, and this can be detrimental to her health. Be sure she has a cuttlebone in her cage for extra calcium if she needs it (egg laying can deplete calcium in her body).