Urgent help, please. Should I be worried about my zebra finch?

My zebra finch has laid 2 eggs, one a day, in the past 2 days. They were laid later in the day, and I'm expecting one today. She was perched on the edge of the nest, fluffed up, and it looked like she was trying to get the egg out. She was there for a while, but now shes flying around eating her food, drinking her water, and eating her eggshell. Should I be worried about her being egg bound, or is she fine?