Cuddlepie, I think the reason they suggest transferring on day 3 due to low numbers of embryos is simply because no matter how fantastic the conditions in the lab are, they can't make them the same as your uterus.
I was a bit like you - had only ever been pregnant from frozen blast transfers... had managed that three times, but just couldn't get them to stick.
When we finally got through a fresh cycle without OHSS so I could actually transfer, we only got three embryos to fertilise and like you I was devestated. We chose to transfer on day 3 (one embryo, the other two were frozen that day as well) but I was convinced that it wouldn't work out. We put an 8 cell embryo back and Sam's sleeping in the next room as evidence that frozen blasts are not the be all and end all of IVF.
Perhaps trying something different could be the way to go?
I personally think it's probably better to put back the embryo that has the best chance of giving you a pregnancy - the 8 cell - and give the others a little more time to catch up. There's no guarantee that just because an embryo couldn't make it to blast in the lab that it couldn't have done so in the uterus. There's no way of testing that at all.
Bookmarks