Ok the pictures turned out blurry and strange, because there's been lots of moving-stuff-about in my house and apparently someone put their grubby fingers on my camera lens... But they show what his new nest is like.
I think he actually likes it more than he liked his pillow, because it's more like a little house he can withdraw into.
I'm so proud of him for coming round so (relatively) fast this time. For a few days I was really worried he'd just run away, but he's barely left the house since he discovered how awesome his new nest is, yesterday