In a medium saucepan, combine the first 4 ingredients.
Melt over medium heat and bring to a rolling boil.
Allow mixture to boil vigorously for 2 minutes.
Add in vanilla, peanut butter (or other nut or seed butter), oats, and shredded coconut.
Mix all ingredients until combined.
Using a 1 tablespoon cookie scoop, drop the cookies mixture onto a parchment lined baking sheet, silicone mat, or baking stone.
Allow cookies to cool somewhat, but don't allow them to completely harden.
Using the back of a spoon or the back of your cookie scoop, form a little indentation to make the nest shape,
Add the candy eggs or other "egg." into the center of each cookie.
Serve once cookies have hardened completely and are no longer sticky.
Place in the fridge for to speed up the hardening.
Store in an airtight container at room temperature. Can also be stored in the fridge or freezer.
Notes
Boiling Information: It's VERY important to follow the boiling instructions for the chocolate mixture. If they don't boil for 1 1/2 to 2 minutes at a rolling boil, the cookies will be very sticky and will take a long time to harden. They might not even harden at all. Ideally you want the mixture to reach 230 degrees Fahrenheit. You can use a candy thermometer if you'd like but the boiling will be intense and the mixture will be foamy.
Don't let the cookies cool completely before adding the "eggs" or they won't stick.
Stir the chocolate mixture often while heating to prevent it from burning around the edge and bottom of the pan.
Toasting the oats and the coconut will lead to better flavor.
Peanut Butter: You can even omit the peanut butter or other nut or seed butter if you like and the cookies will still turn out fine.
Sweetener Amount - I personally like using the lower amount, but use whatever you like.
Oatmeal Alternatives - If you're not avoiding gluten, you can use chow mein noodles. Gluten-free alternatives include coconut shreds, silvered almonds. or broken gluten-free pretzels. If you need 100% gluten-free oats, this brand is one that you can trust.
Sweetener Options - This recipe is very forgiving regarding whatever sweetener you'd like to use. I haven't tried with a liquid sweetener, but it should work.
Peanut Butter Alternative - Again, this is an easily substitutable option. I made this with almond butter and also a combination of almond and sunflower seed butter. You can also use sunflower seed butter or pumpkin seed butter to make nut-free nests.
Cocoa - Carob can be substituted but it will add sweetness and carbs so you might want to reduce the sweetener.
Butter - coconut oil or another alternative should work as well, but I haven't tried it.