This is what we've done for our chicks and it's worked quite well:
We have 2 large plastic bins that are connected in the middle and screwed together. One is for food and water, the other for roosting/sleeping and is covered with a lid and the other (with the heat lamp over it) is covered with chicken wire. They will self-regulate and go to either side, depending on how hot or cold they are.
I also added a few bricks to the bottom of the roosting bin. It absorbs heat from the lamp and gets them up off the bottom of the bin if they want. I added roosting sticks the first week and it took them a few days to get used to it. I just went and checked on them, they are all lined up on one stick! Too cute.
My newest chicks (5 days old) have bricks to perch on and that's where they are most of them time. These kinds of things seem to keep them happy, rather than just shavings, food, and water. It gives them something to do, and then something to leap off of when they start to practice flying.
Good luck with your new babies. The learning curve is steep, but once you get it down it is so much fun!