Personally, I would be very concerned about making any type of "house" or structure that your female budgies may decide to consider as a nesting site.
I believe having a more natural play area for them would be much better.
You can use natural eucalyptus branches (ensure they have not been chemically treated nor harvested near a road)
Shredding toys are very popular for female budgies.
Growing some herbs in organic soil for the budgies to eat and play in is another option.