In a saucepan over a medium heat, melt the marshmallows, butter and chocolate stirring occasionally to avoid sticking. Once smooth, add the vanilla, stir and take off the heat.
Add the crushed shredded wheat and pretzels, stir and then spoon out into cupcake cases to help form the nest shape. Greasing the spoon or spatula with some flavourless oil may help with the sticking. This recipe is intended for 6 nests, but you can make these larger or smaller by preference.
Top each nest with a few mini eggs.
Let rest for at least an hour, to allow the marshmallow and shape to set.