Gray Selenium not soluble in any but orange -red Selenium is better but also not soluble . It is only soluble in trace in solvents like DMF . But if you have either Gray or Red selenium, take this in air free water with sodium sulfite solution.. Selenium will go onto solution to yield sodium selenosulfate solution. Like thiosulfate this on acidification precipitate nano selenium . The control of pH and temp and concentartion can provide varied size of nano selenium.. If you use cadmium chloride soution or even solid cadmium carbonate slow formation of CdSe will take place. hope this will help. Othewise take selenium in DMF add little lithium metal or sodium it will dissolve to provide you lithium or sodium selenide .On acidification H2Se will evolve , its oxidatio will lead to nano selenium if you control the reaction