Personally I let my hens sort that out themselves with some good old fashioned earth/soil/dirt. Healthy chickens should be able to keep their mite population down by normal dust bathing. I must confess that when I set up a broody nest, I do liberally dust it with DE and re dust it a couple of times during the incubation process when she gets off for a broody break. That said, most of my hens and broodies free range and therefore have access to dust bathing facilities wherever they find/ make them. I do often find that an integral part of a broody break is taking a dust bath, so if your hen hasn't had access to that facility for the duration, then dusting her may be a good idea. The only time I have actually physically dusted a chicken for mites/lice myself was when I had a sick one and parasites were taking over because she wasn't well enough to deal with them herself. I only ever use DE for the coop and nests and have found it very effective. I've found piles of dead red mites for several days after dusting with DE so I don't understand why some people are adamant that it's not effective.
If it was me, I would just give your broody access to her usual dust bathing area and let her get on with it when she is ready unless you have seen that the nest is crawling with them which is what happened with me once and that's why I use DE when I set it up now and inspect regularly for mites during the process.
Great to see a photo of your first new arrival. What breed are they? Fingers crossed you have lots more to come..