I thought these the cutest and coolest living things when I took a course in Mycology many moons ago. The professor didn't mention anything about their being poisonous. At the following link,
Bird's Nest, they are said not to be poisonous. Here's a closeup photo.
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I don't imagine they'd be very tasty so maybe the dogs wouldn't even be tempted. But if there's any doubt best keep them away.
Barb