I'm looking at something similar right now too, a head very similar to the Z-vex Nano. It's called the Pico Plexi, and it's made by 'Ed's Custom Shop' here in the Netherlands. They come much cheaper than the Nano, at a price of 275 Euro's (which is about 335 USD). I think it runs on a 9V adaptor.
Check out
this Dutch ad.
To give you a quick translation:
The Pico Plexi head is a 0,5 watt tube guitar amp, made to order at Ed's Custom Shop. Completely handbuilt from quality hardware (Hammond casing, Hammond output transformer, Mallory condensors, Switchcraft chassis parts, sheet metal resistors, silverplated wiring, Tesla (JJ?) tubes, ceramic tube sockets) and a unique concept: Finally you're able to achieve a tone very similar to that of a cranked Plexi Lead, without the huge volume levels associated with those amps. Volume and tone are interactive, and together influence the amount of drive, from a clean jazzy tone to that wellknown Marshall-drive.
I sure dig it!