Ours always use one of the nests already there, not sure how much mess they make, so much of husband's junk over that side of the barn, I wouldn't see it anyway.
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They are right up in the top, so we can't check them, but one year I don't think the last lot of eggs hatched, or didnt survive, the following year they used a different nest, but the year after, they were in it again.