If possible leave the egg in the cage until she loses interest in it or replace with a similar size/color egg. If she is already ignoring it then it is safe to take out. If you remove the egg too quickly she will more than likely lay more very soon and will keep doing this by letting her keep the egg until she loses interest it should help "kick" her out of the breeding cycle for this season.

You can also sometimes help relieve them of egg laying tendencies by shortening their daylight hours, removing possible nesting sites and trying to ignore mating behaviors or possibly removing items she seems to try mating with until she is through her season.

Offer a good healthy diet to make up for nutrients lost when egg laying and keep an eye on her to make sure she doesn't become egg bound. Otherwise let her grow bored of it and go back to enjoying your feathered companion.