Preheat oven to 375 degrees. Brush a 12-cup muffin tin with butter. Pull phyllo into 1-inch-thick bundles; cut bundles into 2-inch lengths. Place in a bowl; separate into a loose pile with fingers. Toss with butter, sugar, and cinnamon, if using.
Divide among 12 muffin cups; press into bottom and up sides. Cook until golden and crisp around the edges, 15 to 20 minutes. Let cool; fill with jelly beans.
The nests are so cute and taste delicious. I prefer using colored chocolate malt eggs or colored chocolate truffle eggs than the jelly beans. It makes it a more sophisticated dessert and I think the chocolate goes better with the delicacy of the nest.