It's natural for chickens to eat a broken egg. Eggs sometimes break on their own - weak shell, laid from roost, stepped on, even laid without a shell - and it's their instinct to eat it so as to prevent it from attracting predators. If the egg broke on its own, they were just doing what nature intended. They were "cleaning up".
If it's just happened once, I wouldn't worry about it but would try to find out why the egg broke in the first place. Maybe they need more calcium for stronger shells or they need to be trained to lay in their nesting box. Sometimes one of my girls will drop an egg from the roost. That seems to occur around molt time or when they're transitioning from one season to the other. If it breaks, they usually eat it.
I'd only worry if it's occurring frequently and you suspect a hen of intentionally breaking an egg to eat it. Then you might want to see if their diet is lacking in either calcium or protein, both of which they'll find in eggs if it's not in their diet in sufficient quantities.
If shells are strong, diet isn't lacking, and a hen is intentionally busting eggs to eat them, then it's time for the offending gal to visit Freezer Camp!