Preheat your oven to 325°F. Line a large baking sheet with parchment paper or a Silpat mat.
In a large bowl, stir together the sweetened condensed milk, egg white, vanilla extract, fresh lemon juice, and salt. Mix until well combined.
Add in the lemon zest and sweetened coconut. Mix well until all the coconut is coated with the sweet mixture.
With a spoon, scoop up about 2 tablespoons of the dough and place it onto the prepared baking sheet. Form the mixture into the shape of a bird nest.
Bake the cookies for 18 to 20 minutes, or until they are slightly golden brown.
Once done, remove the nests from the oven and press your thumb down in the center again.
Allow the cookies to cool on the baking sheets for about 5 minutes until they are firm. Then, carefully remove them with a spatula and place them on a cooling rack.
Once cooled, place about a tablespoon of lemon curd in the center of each nest.
Finally, place 2 jelly beans in the center of each nest for decoration.
Enjoy your delicious Coconut Lemon Macaroon Nests!