If their feet are cold, they typically sleep on both feet and fluff their feathers over their feet, so they appear like a pile of feathers with beak (if not tucked into back feathers or covered by facial feathers like in cockatoos).
Sleeping on one foot is more a sign of being comfortable, and perhaps content, as wenz2712 said. That said, birds, like humans, may have different sleeping positions that they enjoy. I.E. one foot tucked up, both feet down, beak in front, beak in back feathers, beak tucked into wing, clinging to side bars, clinging to side bar and top of cage, hanging upside down, sometimes sleeping in a 'hut', or even lying down on their backs (more common in young conures and macaws than adults or other species - also seen in young lorikeets).