Hi,
That is a very good question indeed. I would expect that it is possible to do the call with a single object at least, if not with a list. But it does seem like it is not possible. Also, creating a new context seems to be discouraged "This class should never be instantiated manually." as the Mendix docs clearly states.
A possible workaround might be to always associate new objects that you create to the object in context and then do a retrieve by association in the nano-flow.
-Andrej
EDIT:
Perhaps you can try the following trick: Change the current context, call the nano-flow and then restore the original context;
var prev_entity = context.getTrackEntity();
var prev_id = context.getTrackId();
context.setContext("NewEntity", newObjectGuid);
callnanoflow(...);
context.setContext(prev_entity , prev_id);