For a reasonably applicable solution for the problem, it is helpful if the type and physiology of the aquatic animal is known, as the actual design and methodology for preparation of the enzyme loaded nano particles is critically related with the target use.
However, for encapsulated protein nano particles, a variety of coating material as alginates, citosan, natural gums and polymers are available and for methodology, in my opinion spray drying is a convenient technique for preparation of protein nano particles.
The actual strategy is combination of physiology-target use-available methodology. There is plenty of literature on the topic which can be accessed through Google search and the attached file may be helpful.