Preheat the oven to 325°F. Line a large baking sheet with parchment paper or a Silpat mat.: As you heat the oven, notice the faint warmth radiating from the open door and the slight hum of the element cycling, which signals readiness. Preheating ensures the nests begin to set immediately, producing those caramelized edges I love, rather than drying out slowly. Lining a baking sheet with parchment prevents sticking and promotes even browning, which you will see as a light golden flecking on the coconut. A common mistake is skipping the lined surface, leading to tearing when you try to remove cookies; if you do not have parchment, grease the pan lightly to minimize sticking. Visual cue to look for later is a warm, nutty aroma and delicate gold at the tips of the coconut strands.
In a large bowl, stir together the sweetened condensed milk, egg white, vanilla extract, and salt. Stir until combined. Add in the coconut and mix well.: When you combine the wet ingredients, the mixture should look glossy and smooth, slightly thick but pourable, and the salt will momentarily glint before dissolving. Folding in the sweetened coconut changes the texture to a shaggy, cohesive mass that holds together when pressed. You will hear a gentle scraping sound as the spoon moves through the mixture, and you'll feel the resistance increase as the coconut absorbs moisture. This step is critical for texture, because even distribution prevents dry pockets or overly wet bits, which can cause uneven baking. One trap to avoid is overmixing, which can deflate the egg white and make the cookies dense; mix just until incorporated and scoop immediately.
With a spoon, scoop up about 2 tablespoons of the dough and place the dough onto the prepared baking sheet. Form the cookies into the shape of a bird nest. Press down the center with your thumb.: The dough should stick together but still be pliable; when you scoop, it should hold its shape rather than spread like batter. As you press the center, you will feel the outer rim becoming slightly compacted, which helps create a defined nest cavity when baked. The surface will be glossy and textured with coconut strands. A helpful sensory cue is that the edges will look a little more compacted than the center. Avoid making the nests too thin on the bottom, or they may brown too quickly; conversely, making them too thick will keep the interior underbaked. If the mixture seems too sticky to shape, chill for a few minutes to firm up before shaping.
Bake cookies for 17 to 20 minutes, or until slightly golden brown. Remove from the oven and press your thumb down in the center of the nests again. Cool the cookies on the baking sheets for about 5 minutes or until they are firm and set. Remove with a spatula onto a cooling rack. Cool completely.: While baking, the kitchen will fill with a toasty coconut perfume and you may notice a gentle crackling as moisture escapes. Watch for the edges to take on a faint golden color, and for the centers to look set rather than glossy. That 17 to 20 minute window yields nests that are crisp at the edges and tender inside. Pressing the centers again immediately after baking ensures the cavity remains defined as the cookies settle, since some shrinkage can occur. Letting them rest on the sheet allows residual heat to finish the set without overbaking. A common error is removing them too quickly, which can cause them to break; use a thin spatula and wait until they are firm enough to lift.
Place about a tablespoon of Nutella in the center of each nest. Place 3 egg candies in the center of the nest. Finish decorating the nests and serve.: The Nutella should be glossy and spreadable; if it is cold and stiff, warm it briefly in a bowl over hot water until slightly loosened, then spoon it into the nest cavities. The contrast between the warm cookie and the cool filling is delightful, but be sure the nests are completely cooled to avoid melting the filling. Drop three small Chocolate Easter Egg Candy use your favorite on top for color and a playful crunch. When arranging the candies, notice how they sit atop the filling; they should remain visually perched rather than sink. Avoid overfilling with Nutella , which can cause the candies to slide off and make the nests messy to pick up.
Note-you can make these 2-3 days in advance. Store in an air tight container on the counter.: These nests keep remarkably well at room temperature when stored in a sealed container, preserving their chew and preventing the Nutella from drying out. The aroma of coconut will remain fresh for a couple of days, and the structure holds up for transport. A frequent misstep is stacking the filled nests while the filling is still soft; wait until the filling firms slightly or pack them in a single layer with paper separators to avoid smudging. If you do prepare ahead, fill with Nutella shortly before serving for the best presentation.
