I will try to teach her chicken agility lol
If you do, be sure to put a video on YouTube!

I bet you could train her to do something, if she's a clever chook who rapidly learns to perform an unusual behavior to get a reward as she has already shown to be the case.
My chooks have learned to stop making a ruckus if I point my finger at them; they also know to leave something alone if I tell them, come when called, stay out of certain areas, etc. They're trainable enough that I've considered training one to pull a cart, just for the fun of it. Of course, making a decent harness is another thing, and I wouldn't have much use for such a tiny cart, it was just a sort of funny challenge I thought of, reckon I'll do it sometime in future. Chooks need all the good press they can get to educate the common public about how intelligent they really are, it'd get them better treatment overall if people stopped thinking of them as brainless egg laying/breast-and-thigh-growing machines.
Sheep are usually condemned as 'stupid' but my sheep know 'stay', 'wait', 'down' (lay down), 'ah-ah!' (stop it), 'drop it' (spit it out), 'come', 'leave it' (don't touch), 'give me this one' (let me check this hoof), and so forth. I find the average sheep easier to train than the average dog, to be honest, I've had some super-intelligent dogs before who learned incredibly abstract, complex and unusual things first time, every time, but for general smarts I reckon the average sheep's smarter than the average dog. A dog's a domestic predator animal, often with an ingrained or learned ability to ignore most humans or pick and choose its times to disobey; it can ignore you and death likely won't result, but sheep are domestic prey animals so they are paying more attention overall to everything including humans as failing to pay attention generally involves getting hurt or killed for them. They don't usually have the leeway a dog has when interacting with humans or their general domestic environment. So they're edgier and when not tamed, this translates into terrified behavior, so people think they're stupid, but when they're tamed you see how reactive their minds are.
Anyway, let us know if you train her to do something, would be good to see.
Best wishes.