Acky
Put the cage on something smooth and white like a white sheet or better yet something like white melamine or coroplast (plastic). Cover the cage at night with a white sheet. The mites basically go on the birds to eat - drink blood. Then they hop off to sleep, breed, and lay more eggs. So after there is light in the room the mites will leave the birds and find a hiding spot. They should be red (because they are full of blood) and easiest to see in the morning. This will help give you an idea of how many mites there may still be around. You can easily squish them with your fingers against the sheet and then wash the sheet. If you don't like that thought, fill a little dish with some bleach and water. Dip a q-tip in the water and touch it to the mite. It should pick up the mite easily and you can then redip the q-tip in the bleach water and it should come off or just put it in the trash and get a new q-tip. Make sure you check under all the perches, behind and under feeders, or anything else in the cage.
You really need to dismantle the cage, to do it properly.
What I did was remove the canary to a new cage with new dishes and everything. This new cage was small enough that I was able to set it inside a big clear plastic container. Think of a under the bed box. I then put double sided sticky tape along the edge of the plastic box. This way any mite wanting to migrate to a different location - cage -would be caught by the sticky tape. Same idea as vaseline, just a little less messy. I was then also able to easily wipe the plastic box with a paper towel dampened with bleach water. You could also use spray but I was trying to use as little as possible. Of course, the infected cage with everything in it went into the tub - I carried it in a large garbage bag. What I could not spray and bleach and rinse. I threw out. I only treated my canary the once. But each night I closely examined the cage and everything in it for mites while I had my bleach q-tip in hand. I found about 2 a day for a week. Then it was sporadic. I did this for a couple months until I found nothing for a month. I still closely look for signs, but I won't feel 100% confidant until I get through the hottest part of the summer. It is during this time that poultry farmers have their worst time.
I would say the nest is going to be your biggest problem. You might want to start another thread and ask if anyone has experience with human grade diatomaceous earth. You sprinkle it as a powder. Very tiny particles cut up the mites as they travel through it. You might be thinking 'but won't that hurt the babies?' It is actually put in things like baking flour etc to kill an bugs. Yuck right? But go by what other members say as I have almost zero experience with babies.
hmmm...I did a quick search and found this:
http://www.friskyfinches.com/insectpestcontrol.htm
but also this:
http://www.purplemartin.org/forumarchiv ... ive/DE.htm
Maybe way too much was used, but air on the side of caution and definitely go with forum's recommendations. Good luck!
I bought the mite spray for birds and treated everyone. I took the babies out and put them on a Kleenex that was spray. I cleaned out the nest and tide it up in a plastic bag and into trash. I sprayed the trash can. I then boiled the nest. 
No way any hidden mites could survive that! Sprayed the nest, put clean nesting and sprayed it. I gave the babies a bath in running warm water. I washed off as much as I could see. {My babies are pale 
} Dried them off and sprayed them. I also fed them, because they seemed kind of weak. I don’t think there is any more I could do! 
Now it is a matter of watch and wait. This has given me a headache. 
Please keep your fingers cross for me.
Storm & Sky
