Sorry that you have experienced one of the most serious problem with this type light product!
You could be faced with a very serious problem all the way to just a demanding clean-up. It all depends on how the Parrot broke the bulb. With the Beak would be serious. It falling to the floor below and breaking on the floor much less of an issue for the Parrot, but still a demanding clean-up.
As high-schoolers, my generation played with liquid Mercury and the vast majority suffered no known effects. But, Mercury vapor is a totally different story, if it occurs close enough to be inhaled!
If you believed that your Parrot broke the bulb with its Beak. Your Parrot 'may' have been exposed to the Mercury vapor. At the very least, you should contact your local Avian Vet for advise and recommendations. The occurrence of a Parrot inhaling Mercury vapor is very low and the 'What to Do Information is as limited. I HONESTLY do not know what to recommend, other than to contact you CAV.
FYI: Animal Poison Control: 888-426-4435 - They will charge $65 for the call. They are a 24/7/365 company with Vets on staff at all times. They can tell you what to do at home, what signs to look for. If you need to rush to an Avian Vet, they will provide instructions to give them about what exactly is going on with your Parrot. They only charge once per case, so you or your Avian Vet can call them multiple times and will only be charged once. Ensure That You Write Down The Case Number!
