Trev - No. Birds usually adjust the entry hole, by pecking at it, so any preservative will be dangerous. You can put something on the roof to make it more waterproof (look for one that says pet and plant safe), but other than that leave them natural. They will rot eventually, but if you have lots of wood, just keep replacing them.
Also make sure there is a small drainage hole in the bottom and the lid is easy for you to remove to clean the box out, when the family has moved out.
