Preheat the oven to 325°F. Line a large baking sheet with parchment paper or a Silpat mat.
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.
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.
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.
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.
Note-you can make these 2-3 days in advance. Store in an air tight container on the counter.