Since optional gears are listed on the web page for the nano
http://andymark.biz/am-0482.html
I suspect you might be able to change them. And since the gearbox was assembled in the first place, my guess is that you can take it apart too. I didn't see any welds holding it together, it appears to be a single piece of rectangular tubing, with a screw retaining the idler shaft.
Figuring out how to take transmissions apart has been a passion of mine since I fixed one in a toy car when I was 6.