"liquid slurry" won't work. There's two ways to make a polymer into a liquid:
1.) Solvent
2.) Heat
The first won't work because practically all hydrocarbon solvents are very flammable, and passing that through a 200C hot end is real bad news. The second won't work because you'd need a way to keep it hot the whole time, and force it down the feed tube (you'd need to form a metal hopper for this. Plus - how are you going to mix the nano particles in once you've melted the pellets? Sounds like a job for... an extruder! That brings me to my point:
The pros mix raw material with the additive, extrude, pelletize, and re-extrude. You could certainly do this, and it's what I'd recommend. Depending on how well your nano material mixes, you may only need to pelletize once. Such a beast does exist already at the home-extrusion scale:
http://www.soliforum.com/topic/5159/fil … elletizer/
The Filastruder does feed powder fine, if you can get your powder in polymer form and your nano particles in powder form as well.
The only concern you need to have is whether your nano particles will wear brass nozzles (the Filastruder and 99% of printers use brass nozzles). If so, you just have to account for that and replace them periodically. (Alumina does this)