Even you can prepare from bulk. Why nanopowder? (I also mean nanopowder means nanoparticles) Yes it is possible.( they are plenty of methods to do it -from dip coating, spin coating, sputtering, ebeam/thermal evaoporation, mbe, pld, etc.) I understand you are using compound nanopowder which have specific structures. In this case, you have control over some parameters to preserve the structures while preparing film. For eg. If I want to grow ABO3 film from its bulk/nanosized material (using say sputtering), then you need to optimize some sputtering parameters in order to preserve the same ABO3 structure. Otherwise the answer is simple and it is yes.
The better way to deposit film of AIN material is done by sputtering. You can do it in two ways. Simply use Al target and sputter it with nitrogen gas flow., Or if you have 20 g for AIN nanopowder, make it as 2 inch target (using pelletizer) and sputter it on a target under vacuum. Other deposition technique also need targets of definite dimension (For eg. you can use PLD as well). You can also browse the net regarding the parameters for deposition. All the best.