Need advice on broody pullet!

[JellyrollBrahma]

I just realized (I think) that I have the same situation. I have no roosters, so no danger of hatching in the winter, but my lady is a bantam, the only one in my flock, and lowest in the pecking order. It seems she stayed on the nest all night last night and is on the nest now. Since she's usually not allowed on the top rung of the roost to share the warmth with the other hens she could be warmer staying a nest box. I guess I'm not seeing a problem except that I wasn't expecting a broody hen at less than a year old and in the winter, am I missing something?

I hear bantams are notorious for being broody, so that doesn't surpise me. I was shocked as well that our pullet, laying less than 3 months, decided to sit on eggs. She is still sitting and 3 eggs have developed under her.