The main problem might be agglomeration of the powder. To really get a nano composite with the desired outstanding properties you have to go for well dispersed fillers. Therefore if your filler does not agglomerate this route might work but what i have read so far indicates that this is, for many systems, not the suitable way. It also depends on the interaction between polymer/filler, the viscosity of the melt and the maximum mixing time before your polymer degrades to much.

Otherwise presteps like preparation of a well dispersed masterbatch are necessary.

The main problem might be agglomeration of the powder. To really get a nano composite with the desired outstanding properties you have to go for well dispersed fillers. Therefore if your filler does not agglomerate this route might work but what i have read so far indicates that this is, for many systems, not the suitable way. It also depends on the interaction between polymer/filler, the viscosity of the melt and the maximum mixing time before your polymer degrades to much.

Otherwise presteps like preparation of a well dispersed masterbatch are necessary.

I agree. But the mentioned points, especially agglomeration, depend on nature of the polymer, nature, prehistory and sizes of powder nanoparticles, technological conditions and temperature of the melt mixing, etc.

If there's no possible occurrence of agglomeration you can also try multiple passes to obtain homogeneous nanocomposite of your material.