Or maybe she just grabbed one egg and took it with her as she ventured her way through the hive, the elevators and to the dropship? And it makes sense too, especially since her hive was about to burn down.
Another explanation could be that Queens are able to lay eggs without the ovipositor, but the egg layer frequency will be much (s)lower.
Seriously, there are a bunch of viable explanations, but it's up to you and me to decide if they're good enough, and if not then we should ask ourselves if it matters depending on the quality of the rest of the movie. I totally accept Fincher's explanation though. But of course I can understand if it annoys people, especially people who decided they hated Alien 3 from the get-go, even so, I don't think it should matter since the end-product is what I would like to call a "perfectly flawed masterpiece".