I don't have chickens but I have ducks. I have one that is slighted when it comes to treats and stays by herself most of the time. She seems fine though being like that so I don't worry about her. I do understand how you feel though. Mine always gets the last of everything and sometimes gets...
Does she seem to get along with the others? I would monitor her in the coop with them and see what happens. If she gets along with them I would move her in with them for warmth and companionship. If they start picking on her then I would leave her alone. That's just what I would do, good...