Both work great. The larger ones are best for birds that tend to have large clutches. Another popular nest is the wooden nest box. They can be mounted to the inside or the outside of the cage. These nests are easy to clean out and make it very easy to count eggs and check on the chicks as they grow.
People sometimes debate over what type of nesting material is best for the birds.
With Zebras it is easy. If they can lift it, it will go in the nest. I like to give my Zebras small strands or burlap and shredded Kleenex to use for nesting material. It is important to make sure what you give them is not so fine that they can get it tangled around their legs or around the chicks, bird can die if they become too entangled in material. Eggs are usually laid one a day, incubation starts after the last egg is laid, and they start hatching about thirteen days later.