Hugh, on my first nesting of this season time got away from me, and I had 5 eggs before I realized that they were laying any. I immediately put up a wren guard (I had lost 5 eggs to wrens 2 seasons before) and the birds took to it within 20 minutes. HOWEVER, they had not started to incubate yet.
In your case I don’t know what they would do. I believe I would put one up, watch it continuously for their entry, and if they don’t go in within 30 or 40 minutes, take it back down. But I am NOT an authority as I’ve only been doing this for 3 years.
BZ