One of the nice things about the Nashorn is that it is relatively fast so can usually get away from vehicles.
1x Nashorn
1x Dornier
1x SS-Haupsturmfurher
1x Grizzled Veteran
3x SS-Panzergrenadier
1x Panzerfaust
1x Werwolf Partisan
2x Barbed Wire
The Dornier is your best bet against enemy aircraft as it at least has the possibility of shooting them down before they can do anything.
The Werwolf is to take out enemy depots, and the Panzerfaust is to add some AT support.
Barbed Wire to protect the Nashorn’s location from enemy infantry such as PTs or Partisans, or to simply block routes for his ground forces.
It’s not the best army ever made, and has some serious faults