Preheat the oven and line a baking sheet with parchment paper.
Combine the coconut, sweetened condensed milk, egg white, vanilla extract, and salt in a bowl, mixing until everything is evenly coated.
Scoop mounds of the mixture onto the prepared baking sheet, spacing them slightly apart.
Bake until the macaroons turn golden brown and set on the outside.
While still warm, gently press the center of each mound to form a nest shape.
Allow the macaroons to cool completely, then place candy eggs into the center of each nest.