any idea on how to make one?

I would try to make one with hairs of a brush if I where you.

I'd suggest Milliput. Roll it out thin, cut out a circle and form it into a bowl. The surface could have texture added by working the putty with a pin or gluing on static grass.

Assuming a bird's nest is say, about 6 inches in diameter, that thing is going to be tiny in 1/35 scale, like a little over an eight of an inch in diameter... I think maybe taking an eight inch drill bit and forming the putty over the blunt end (using the drill bit as a form) and then removing the putty, may work out.

HTH

Shaun

Make a clay/putty base as the guys above have suggested and try to use Static grass of various colors.
If you're going big nest - ie an Eagle's ( ) you might want to try the stems of 'baby's breath' thats the little white flowers (2mm ) that come with roses when you order a dozen.
Or you could try using the stems of the stuff you used for the tree you tried out on your rock climbing diorama.
A little white glue and some bending.

I think that the easiest, painful and realistic way to do it is to take a piece of iron wool shape it and paint it. It should take no more than a few seconds...
Ciao

Fabio, I am truly humbled. Took me all of 2 minutes to make a pretty cool little bird's nest using your idea. Heck, I am going to have to find some tree on a diorame for it now. Great idea...

Shaun

There's no reason to feel "humbled" at all Shaun. In over 30 years of modelling I tried to find the easiest/cheapest way to do as much as I can on my own. I just prefer to invest my money/time in buying/building models and I'm more than glad to share what I know with the others...
Ciao

the first thing that came to mind was steel/iron wool before i read fabio's suggestion. you got to it first.

The wire wool sems to give an excellent result. Now you need to fill it, how about some cheeky private robbing eggs from it or maybe have a magpies nest full of shiny things, maybe a few iron crosses. Be sure to do some homework or you will have some spotter saying it is the incorrect nest!
" I am afraid that looks like the nest of an African Coconut carrying Swallow as oppose to its European relative, Thus rendering your dio inaccurate "
Cheers
Robbo

Excellent nest there. Looks tedious...This may sound gross, but if the nest is going to be occupied I suggest you put a few dabs of white paint inside the nest. It's nasty but still...it's more accurate