In a medium saucepan, melt butter over medium-high heat. Add milk, sugar, and cocoa and stir to combine while bringing to a boil. Boil for 1-2 minutes, stirring occasionally. Remove pan from heat. Add in peanut butter and vanilla, and stir until smooth. Stir in oats, chopped pretzels, and salt.

Drop mixture by spoonfuls onto waxed paper and form into bird nest shapes. Press down the center with your thumb so there will be a place for the candies. Let the nests cool completely. Place egg candies in the center of the nests. Serve.

Note-you can store the nests on in an air-tight container on the counter for up to 4 days. Add the egg candies when you are ready to serve.