I have also had this happen. I personally do what you did! I put a damp paper towel around it, and put it in a cup, then put it in the brooder near the light, not right under it. I just test the warmth of the towel in about a half an hr. to make sure it isn't too hot. I leave the chick alone for half the day, take it out, take a peek to see if the yolk has absorbed. The reason I don't put the chick back in the bator, 2 reasons, one being what Alil said, you will bring the humidity down opening and shutting the bator. Another if, the chick makes it out of the shell with yolk hanging from it, it could snag and break it open, or, if other chicks hatch, they will peck on it. Just check on it in the cup until it looks absorbed, or if it looks like it won't absorb any more, and, again, like Alil said, if it's small, let it alone. Let the chick fluff up dry, so the others won't notice it and peck on it. It will eventually fall off as it grows up. Good luck!