Wow, looks like you have the harlequin gene hiding in your NZ's. Way cool.
As for an all wire nest box, personally I wouldn't. At least what I am picturing in my head. Little feeties might get caught, momma, might catch a nail and rip it off. In the summer, if I have a litter, I make sure I use a nest with good ventilation, like a hole in the back up towards the top and just a little bit of shavings, then I clean it often, keeping momma's hair, (I will usually throw a lot of it away if the doe piled it up in there) and change the shavings often. I also check for deads daily.
There is also drop boxes. Which is an open top box that hangs down out of the bottom of the cage, so you would have to cut a hole in your wire. I also use a swamp cooler in the summer if I have litters and it is really hot.