The correct option is A Having stolen a piece of cheese, a crow flew to her nest to enjoy the tasty meal.
Option A is the correct answer. The given set of sentences in the question indicate the sequence of the events taking place. The statements of options C and D refute the given sequence and, thus, are incorrect. Both the main verbs in the sentences in the question are in the past tense. Therefore, one action occurring before the other, the first verb will be in the past participle form in the joint sentence, which is present it option A. Option B constitutes the same verb in continuous tense. Hence, Options B,C and D are incorrect.