Mix the flour, lemon zest, cocoa powder and salt in a bowl. Add the butter and rub together using your hands to form an even, crumbly mixture. Beat the egg white, icing sugar and vanilla paste well, add and quickly combine to form a soft dough. Shape into a roll approx. 4 cm in diameter, cover and chill for approx. 1 hr.
Divide the dough into approx. 30 portions, shape into balls, place on two baking trays lined with baking paper. Use the handle of a ladle to press a hollow into the balls.
Bake each tray for approx. 15 mins. in the centre of an oven preheated to 200°C. Remove from the oven, allow to cool a little, then leave to cool completely on a rack.
Fill the nests
Spoon 1 tsp of jelly into each nest, top with 1 chocolate silver pearl, cover and chill for approx. 30 mins.