I know these as "Resurrection Eggs". There are different things you can put into the eggs depending on the ages of the children you are giving them to. I have done these with my kids and they love hearing the true story of Easter.
I did a quick google search and came up with the following links:
www.easyfunschool.com/article2110.html
www.rainbowcastle.org/resurrectioneggs.html
http://www.christian-homemaking.com/...ctioneggs.html
These are just a few... so feel free to search more on your own.
Note: One of the items that is some times used is a piece of bread (for the Last Supper). If you use this in your set of Resurrection Eggs, take it out before storing for the year. Fill that egg again in the spring so you won't have a moldy piece of bread to greet you.
One of the things I thought about doing this year is getting one of the cardboard egg cartons and using some mod podge and pretty paper on it to make the egg carton more festive.
Good Luck with the project. I know your nieces and nephews will enjoy it for many years to come.