Hello Phillip,
If you are wanting to breed them and they are in breeding condition, you would line the box with at least 3 inches of aspen shavings. And offer some shreddable items in the cage to forage for and tear into pieces to take and add to the nest themselves.
Palm leaf, shreddable toys, paper, card etc.
Also, if you can't get aspen shavings, opt for course pine. Avoid fine pine as it can be too easily ingested. Never use cedar as it is toxic.
If these are your pet birds, they do not need a nest box, a natural branch offers a better roost for nights. Some may prefer a platform.
If they are breeder birds but not quite in the optimum condition, remove the box and store until they are in the best condition possible.