Yes, they all do (5) Each one has a section of those cheap Walmart blankets in their crate, and when they were clean and new, the dogs must spend all night making it a 'nest'
One of the signs of labor starting is the mom 'nest' She digs and digs. In fact one girl I had, in the middle of winter, started nesting outside under the juniper!
They get themselves all comfy and just 'so' on the sofa, I know they are just daring me to move them!