The trouble with making a nano drone is that for it to be what is commonly considered a ‘drone’, it needs to be able to be controlled via radio waves and/or be programmed to complete specific tasks.
The trouble this introduces is that to receive radio waves effectively, the receiver antenna needs to be around one-half wavelength (AFAIK), so nano-scale drones are not practical for current technology.
Two very well-known ‘micro’ drones are the Cheerson CX-10 and the Hubsan Q4 H111, both of which are approximately 25mm by 25mm.
Of course, this is only considering consumer drones. Scientific laboratories, universities and the military likely have much smaller hardware.