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You don't want them to sleep in the nest boxes when they start laying eggs, because they will poop in there and you will get poopy eggs. It is natural for them to roost at night, as on a tree branch. They may sleep in the nest boxes while they are small, but if there is a comfortable (not too skinny) roost, they should move there on their own for sleeping. The wide side of a 2x4 or a thick branch work fine; a broomstick is too narrow to be comfortable for their feet, just to give you an idea.
