I've been trying to get a picture of Rocky in his shoebox nest; this is as good as I've been able to get as he exits when we approach.You can see on the right that he first chews a severe macaw-sized entrance on the short end. He then spends much time enclosed in the box, continuing to chew.
Once again, if he were female, we would not allow this as we don't want to encourage egg-laying (or the potentially disastrous egg-binding.) We also would not allow this if it increased his aggression, which boxes do to some birds. For Rocky, it just keeps him busy.