Well, this might not be of much help, but at least it's been dead useful for me.
With Nanaya (in fact, with most of the characters, with very few exceptions) you can link a combo that always keeps you in the offensive. You just have to sweep your opponent (2C), and immediately after hit them with 5C; that juggles them high enough for you to jump and keep pummeling them with whatever you can think of in mid air, or to use 236B (or C, if you can afford it). This, at least for me, is usually enough to keep me on the offensive, maintain the pressure and not give the opposition a moment's rest, which is one of the most important factors to win in Melty Blood.
Hope that's of any use.