Installing the Hyper-V role using remote PowerShell is not as easy as remotely connecting to a full fat Windows Server 2016 Server, in that you cannot just issue the PowerShell command of Install-WindowsFeature.  A bit of research pointed me in the right direction, and this is the method I used to install the Hyper-V role on Nano Server:

Save-Module -Path "$env:ProgramFiles\WindowsPowerShell\Modules" -Name NanoServerPackage -MinimumVersion 1.0

The above command should prompt you to install NuGet, if you press Y to install NUGet that will then allow you to browse through and install the list of available Nano Server Packages:

Import-PackageProvider NanoServerPackage

What you should then get is a list of all the available packages that you can now install:

The next stage is to install the Hyper-V role, which actually downloads the required installations files from Microsoft.  Initially on running the below command I got an error message as below which basically says that en-GB is not supported, which I found a little surprising:

Install-NanoServerPackage -Name Microsoft-NanoServer-Compute-Package

Because I am in the UK, I had to change the Culture setting to en-US in which the below command worked and installed the Hyper-V role:

Install-NanoServerPackage -Name Microsoft-NanoServer-Compute-Package -Culture en-US

Reboot your Nano Server, and there you have it – the Hyper-V role is now installed on the Server \o/