I am sorry for the loss of the chick. I get double yolkers from time to time, and am tempted to set the NORMAL eggs from this hen in the hopes it is somewhat heritable- as we like to give double yolkers to friends along with 11 regular eggs in the dozen. I would personally not ever set a double yolker- as there is almost zero chance at getting a normal chick out of it. I know it is kind of like playing bingo or lotto, the excitement of the possibility of success is the entertainment- but I don't like the odds.
Options are 2 infertile yolks & no chicks, one fertile yolk that develops and dies close to hatch due to contamination of a spoiling infertile yolk or the infertile yolk & white ruptures and drowns the living chick, or two fertile yolks- and no room for two developing chicks to develop properly and orient properly to hatch.
The avian egg is an amazing thing- provides everything a chick needs to sustain itself and develop for 21 days. It just doesn't work as well when the recipe gets things added- like an extra yolk!