When Tribble (my female Syrian hamster) is on heat, she'll pouch almost her entire food bowl of food then run in her wheel for a moment, dump it, run again, get freaked out by the noise and dart away. As her cage is in my room I tend to get up and empty the wheel so I can sleep, she doesn't seem to mind.
I noticed she had a tiny bit of nesting material in her wheel today, nothing enough to nest
in so I can't comment on that. It sounds like quite a quirky behaviour.
Lovely creatures.