Step 1: Identify where you want to build secure nests, how many secure nests, and specifically, where you want the actual nests to be. The best secure nests are created with a checkerboard pattern, or nest|door|nest|door and so on. Once you have figured out the size of the nest you want, try to pick at least one boundary that is against a metal(Human) wall. Pick a cell for the first nest in your mind(Corners are best) and move 1 cell X by 1 cell Y from the cell you picked. Create a wall in this spot. From the first wall, move 2 cells X by 2 cells Y, and create another wall. From your second wall, you want to move 2 cells back the way you came, and then 2 cells away from your first wall, putting you 4 cells away from your original wall, and you can create your third wall. Continue the same movements to create walls 2 and 3, until you have filled the space you desire. You should be left with a pattern that looks similar to this, although it does not have to be the same size, my original wall has the yellow circle around it:

For another view, I created GridLines on this picture so you can see how many spaces there are between walls. The stars are every place that a door will be made in the next step.

Once your walls are similarly positioned, proceed to Step 2.
Step 2: Go to your original wall, and build 4 doors adjacent to your original wall, 1 to the North, South, East, and West. You will have a design around your original wall that looks like this:

Step 3: DESTROY the original wall, which is surrounded by 4 doors. Once the wall is destroyed, replace it with a nest. Congratulations, you have created your first secure nest! It should look like this:

Step 4: Repeat steps 2 and 3 for every wall you made. This should give you multiple, individual secure nests. Referring back to this picture, you can see where all of my doors went.

IMPORTANT if you realize at this step that you have any doors you cannot build, because they are not adjacent to a wall, just build a wall 1 cell away, build the door where you need it, then destroy the wall.
Step 5: Once you have built doors around every wall, and then destroyed the walls, fill in every space with a nest. You will now see the checkerboard pattern come to life. In this picture, you can actually see our sentinel already guarding 2 captured survivors in the secure nests:

Something important to remember, this will not be fast the first time you follow this guide. It is best to take your time and practice making secure nests like this at the beginning of the round, before the marines deploy, and before people start screaming for them. Eventually these secure nests should be crafted along the way each time you push back marines, so that those who capture are not stuck dragging their prey forever, and all captured marines will be nested in one location, requiring minimal babysitters(BABYSITTERS ARE STILL NEEDED). Each time you make a new secure nest, be sure to let your hive know where it is, and if there are still captured marines in the previous nest, HELP MOVE THEM to the next nest forward.
I wish you all the best of luck, and I hope you enjoy this guide!