We can use the power series of exp(x) and substitute it into the inner portion of exp(exp(x)), as in:
$$\exp\left(\sum_{n=0}^{\infty} \frac{x^n}{n!}\right)$$
Then an exponent property can be used, in which, as an example, some $e^{(a+b+c)}$ is just $e^a e^b e^c$.
$$\prod_{n=0}^{\infty} \exp\left(\frac{x^n}{n!}\right)$$
Then take the power series of $\exp\left(\frac{x^n}{n!}\right)$ and insert it inside the product:
$$\prod_{n=0}^{\infty} \sum_{p=0}^{\infty} \frac{1}{p!}\left(\frac{x^n}{n!}\right)^p$$
Since you wanted the first few terms, I guess you could let the upper bounds be finite. The following is probably better:
As an example we can write up to the $x^2$ term:
$$\prod_{n=0}^{\infty} \sum_{p=0}^{\infty} \frac{1}{p!}\left(\frac{x^n}{n!}\right)^p$$
$$e\left[1+x+\frac{x^2}{2}+\mathcal{O}(x^3)\right]\left[1+\frac{x^2}{2}+\mathcal{O}(x^3)\right]$$
$$= e+ex^1+ex^2+\mathcal{O}(x^3)$$