I wouldn't worm her while she's setting--too risky. It could be enough to convince her that her chosen nest site is unsafe, and she would then abandon the clutch. I have had peahens abandon nests for much more minor upsets, so no, don't worm her yet if you can avoid it.
Our other peahens...
ColbyNTX is right, it would be a bad idea to move a new bird in where she might come in contact with the broody. A strange hen may drive her off of her nest; it might even be out of pure curiosity, but the damage would be done. Is there any way for you to fence off the area of the pen where...