Too soon to panic, Sam. First, different strings will adjust differently, and sometimes a replacement (same exact string) will also intonate differently. If it used to work fine, then maybe the string is just going bad on you.
If you like the strings, and it seems close, then you might be able to squeeze a little more distance out of it by reversing the saddle on the E. Just be sure to look at it carefully, to see that the string still sits nicely in the groove, and isn't getting hung up coming off either the front or back of the saddle. You should have a definite witness point (where the strings stops moving), though it doesn't necessarily have to be at the front of the saddle.
Where are the rest of the saddles? (a photo would help) If they are all fairly close to the end, then maybe your bridge position is off a little; but if they are spread widely, I would say it's more likely a string issue.
If you do need to shift it, you might not need to replace the entire bridge. It may be possible to just get two new side rails, with the height adjusting screws positioned off center.
-Bob