if so no grammar  mistake 
 >What should have I done?

but i suggest 

> What should I have done?

because it is more powerful and more 

>What else should I have done?<br>
What should I have to do?<br>
What should I have done here?<br>
What should I have done different?<br>
What should I have done instead?<br>
What tests should I have done?