Try putting a big wad of nesting material IN the nest so they will have to stick their heads in there to get it. That may click in their little brains to do the right thing.
Let me give you a small piece of info on Zebras (if I haven't already...I'm OLD

, so I don't remember who I gave this tidbit to)
Zebra Finches can live 2 to a cage (2 males or 2 females). They can also live 5 or more to a cage, but if you put 3 or 4 to a cage, they may get along for a while, sometimes for almost a year, but then one dominant male will kill all the rest and may die himself, from exhaustion from fighting.
No one knows why this happens. I was very fortunate in that I read this during my research before I started raising them. I raised them for 12 years and had 40 at one time.
I gave my nephew a pair and he raised his first babies. They only hatched 2, so there were 4 in the cage.
I advised him to remove the babies as soon as the parents quit feeding them and they started to eat on their own. He didn't remove them and said they were getting along fine, so he saw no reason to separate them. I cautioned him again.
One day he called and said he had one live bird, three dead. It WILL happen, so keep a close watch. If you have 3 or more babies, you are fine, except you don't want your parent bird to breed the babies. That happens FAST!
Best wishes with the nesting.