What I did when I had a tiny little orphaned baby I was fostering, I used a shoe box to make an incubator.
I fill the shoe box with hay and nesting materials, maybe you can transfer what ever is left in the nest to the shoe box.
I then used a heating pad set on low. My heat pad has aquilted cover, so I would set in on low and put the shoe box ontop. If you don't have a cover, then wrap the heating pad ina towell. You may also want to leave some of the box off theheating pad so if the baby gets too warm he can crawl off the heatsource.
That would be your best bet to keeping the baby warm. Thentake the baby to mom two to three times a day for feeding.
Once the baby has fur, you can start leaving him in the cage with mom.
--Dawn