Heat oven to 350°F. Grease six 10-ounce ovenproof custard cups or dessert cups.
Prepare the cake mix according to the package directions. Pour the batter into the prepared cups, dividing equally. Place the cups on a jelly-roll pan.
Bake cakes in 350°F oven for 30 to 35 minutes or until a wooden pick inserted in the centers of the cakes comes out clean. Cool the cakes in the cups on wire racks for 5 minutes. Remove the cakes from the custard cups to the racks to cool completely.
Invert the cooled cakes, bottom side up, onto a waxed-paper-lined baking sheet. With a spoon, scoop out a hole, 2-1/2 inches wide, 1-1/2 inches deep, in the center of each cake. Save the scooped-out cake pieces for snacking.
Spoon the chocolate frosting into a pastry bag fitted with a grass tip. Starting from the bottom edge of a cake, pipe parallel rows of frosting in a circular motion around the outside, and then around the inside of the cake, to resemble a birds nest. Repeat with the remaining frosting and cakes.
Place 2 Birds Nest Cookies into the hollowed-out center of each nest. Stick pretzels into sides of cake to resemble twigs. Refrigerate until serving time.
