I did a one embie transfer (although it ended up I actually had two frozen and transferred two-just didn't know that until transfer day). Did that make sense? It was still a BFN.
FETs are a ton easier on the body. Although the emotional turmoil is the same. It's never easy. But if you have the energy to go again, why not? There's no reason to believe the embie won't thaw just fine.
I'd work on lining issues too. Make sure you are getting the tri-laminar lining pattern. Also ask about the anti-phospholipid panels. Are you already doing heparin? I thought I read that you were?
What finally worked for me after five cycles of my "perfect" looking embryos was a 3dFET with DEs with a boatload of estrogen, progesterone, heparin, and steroids.
~m