Over the years I have noticed this odd behaviour from Blue Jays. When I feed them peanuts (shelled or unshelled) they will take one and fly off. From time to time a jay will fly off with a peanut and return two minutes later with that peanut and drop it back on the (platform) feeder. It will then take another one and fly off again. So I wonder if the jay didn't like that peanut, why bring it back? Why not just dump it then come back? I have seen this behaviour many times.