I suppose we should be grateful that she is showing some signs of nesting activity - unlike Abby in BBB who has yet to bring a thing into her nest box.
Fay is driving us to despair. She seems to spend all her time either bringing nesting material into the nest box, only to take it out again, or as in today's case, bringing it in, but then refusing to let go of it. Consequently, the rate of her nest building appears to be close to zero!