Most people accept or agree with the idea that maybe large, ground-living pterosaurs either buried their eggs or made a small ground nest, and their precocial offspring could survive on their own without needing to be cared for.
But what about those early pterosaurs that may have been arboreal? Where would an arboreal pterosaur lay its eggs?
Well, you might think immediately that you can easily narrow it down a bit; they obviously would not lay their eggs on the ground. BUT WOULD THEY? Draco volans, the gliding lizard, while being arboreal and spending a lot of time in trees, actually lays its eggs in a hole and buries them on the ground on the forest floor. The female also guards the eggs for 24 hours.
So that is one possibility, but would it be likely for something like Dimorphodon macronyx?
Well, it still is a possibility that Dimorphodon was not arboreal at all, but if it was, you might think that if it guarded its eggs for a bit a predator would come and get it, and it probably wasn't very good at escaping due to those stubby legs. But you must realise that Draco has pretty small legs, and it doesn't have any trouble. And Dimorphodon might have been camoflaged.
Another possibility that seems more exciting to me is that arboreal pterosaurs built nests or laid their eggs in tree hollows. This idea is probably less likely than a comparison to a living, arboreal gliding lizard with precocial babies, but pterosaurs were still probably only as similar to living flying animals as living flying animals are to each other. (that was said by someone on paleoworld, but I think it makes a point so I am using it)
I suppose a nest-building Dimorphodon would be quite a good thing to draw for the all your yesterdays competition, but I hadn't thought of it when the competition was on, and the book is already made now. Oh well, its a great book; you should read it. Also, if you want to draw this idea, feel free but please tell me and credit me if possible.
I just wanted to say at the end that this post is entirely speculative and the ideas on here will probably change with new evidence. This, along with the fact that I am no expert and I have probably made some mistakes, is why I suggest you take this with a grain of salt.