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Heat oven to 180C/160C fan/gas 4. Oil and line two 20cm round cake tins. Add the flour, cocoa powder, baking powder, bicarb, sugar and a large pinch of salt to a bowl. Mix with a whisk, squeezing any large lumps of sugar through your fingers, until you have a fine, sandy mix.
Whisk the oil with the buttermilk in a jug. Stir in the vanilla and eggs, then pour the wet ingredients into the dry and mix until there are no more streaks of flour. Divide the mixture between the tins and bake for 25 mins. Test the cakes by inserting a skewer into the centre – if there is any wet mixture on the skewer, return the cakes to the oven for 5 mins more, then check again. Leave the cakes to cool in the tins for 15 mins, then transfer to wire racks to cool fully.
Next, make the nest. Clean one tin and line it with some oiled baking parchment. Put the marshmallows and butter in a heatproof bowl and microwave on high for 1 min, stirring halfway through (or heat gently in a pan on the hob). Continue microwaving in 20-second blasts until you get a runny mixture. Stir in the cocoa, pretzels and shredded wheat until well combined. Tip the mixture into your lined tin and use the back of your spoon to create a nest shape. Leave to cool at room temperature for a few hrs, or chill in the fridge if you need it to set faster.
To make the icing, beat the butter, cocoa, icing sugar and milk together until smooth, adding a splash more milk if the mixture is too stiff. Assemble the cake by stacking the sponges with icing in between, topping with more icing and the nest. Fill your nest with as many chocolate eggs as it will hold, then serve. It may be easier to cut the cake if you remove the nest – you can then chop the nest into chunks and serve alongside the cake.