To all who come to the same problem as myself in the future: I have purchased the flat acrylic nest and put a small colony of
P. pallidula inside. So far the little guys seem to be liking their new home.
In order to make them more comfortable I made a few adjustments to the setup. I have put transparent red foil over the nesting part + a 0,25 mm mesh over the ventilation hole. With such well known escape artists I wished for a more secure barrier than a vegetable oil or PTFE. In addition I installed a small hygrometer in the arena to put my worries about humidity aside. With a little lump of cotton soaked in water and the help of the humidity chambers in the nest wet humidity in the arena stays at around 60%.

So far everything seems all right and the colony moved from their test tube into the nest part quite fast (in 3 days).