Do not flush it (it’s alive and can survive in pipes for a while—cruel and ineffective).
Do not spray it with insecticide inside your bathroom (overkill and introduces chemicals into your living space).
Will More Cockchafers Come Inside?
Probably not. The adult flying season is very short (4-6 weeks). You may have one or two more stragglers if you keep your bathroom light on at night with windows open. But they are not breeding or nesting inside your home. They need soil and plant roots for their larval stage, which your bathroom does not provide.
If you want to prevent future confused visitors:
Keep bathroom windows closed or screened during May evenings.
Use a lower-wattage bulb or a yellow “bug light” in fixtures near open windows.
Turn off unnecessary lights at night during cockchafer season.