You have questions, but you dont mention the material you are working to suggest a feasible study and an appropriate answer.
When you work with powders, there is no mechanical cohesion between the powder particles (nanomaterials). There have been a few papers (on UV detectors) which show nanoparticles between two electrodes in colorful pictures. These are computer drawn pictures and do not reveal the reality.
I don't know if they just sprinkle the powders, or use the nano particle in ethanol/acetone, and put a droplet, when the solvent dries up, the particles remain. Mechanical cohesion is not guaranteed in such a method for the current to flow. Moreover for practical applications such methods do not stand a chance for establishing a rigid structure.
Definitely the two parallel electrode contacts must be very close to each other (upto 10-20 microns) which is done by photo-lithography.
However if you have sufficient quantity of your material in nanomaterial powder form, you can press a pellet which is dense enough, cut a small rectangular slab out of it, put contacts on either end, and then do your photoconductivity test to detect incoming radiation.
I am enclosing a recent paper which was available on the net, and could be of great interest to you in your research and see how they formed nano particles by annealing ultra thin films between two electrodes, and used the structure for photo response study and measured current versus time.