These additions were kept in /boot/defaults/loader.conf and /etc/defaults/rc.conf respectively, to follow the current style. However, my preferred option would have been /boot/loader.conf.d/nanobsd.conf and /etc/defaults/vendor.conf respectively. It avoids triggering warnings about mismatches in the checksums of these files when compared with the originals (by freebsd-update IDS or similar integrity-checking scripts).
The /etc/hostid is created by /etc/rc.d/hostid start, and could be written to the disk manually with save_cfg.
The entropy files (/entropy and /var/db/entropy) can be saved to the disk by remounting the root partition with read/write access (mount -uw /). This can be useful on systems where the number of disk writes is not a problem.
The linker.hints file should be generated by the nanobsd.sh script IMO, given the immutable nature of a NanoBSD build. It currently fails to create a temporary file because none of the kern.module_paths are writable.
A separate patch could be proposed to address the last two issues, essentially by wrapping the scripts with:

checkyesno root_rw_mount || mount -uw /
...
checkyesno root_rw_mount || mount -ur /

For both, random and kldxref scripts, as is currently done in /etc/rc to remove the firstboot_sentinel files. Adding a trap to remount read-only the root file system would be ideal, however adding traps to the rc.d system sounds risky.
A popular NanoBSD-based appliance (BSDRP) has another approach:
https://github.com/ocochard/BSDRP/blob/master/BSDRP/patches/freebsd.random.patch
A well-known entropy file is shipped with the original image, and replaced once with a random string upon the first reboot. The contents of the file will not change afterwards.

I like your preferred style better. It didn't exist when nanobsd was created and is a better fit for changing the defaults.

I'd recommend landing this as is and then culling all the others out into two nanobsd.conf files in the .d dirs as appropriate.

In D47502#1083595, @imp wrote:

I like your preferred style better. It didn't exist when nanobsd was created and is a better fit for changing the defaults.
I'd recommend landing this as is and then culling all the others out into two nanobsd.conf files in the .d dirs as appropriate.

Thank you! Will do.
As usual, I leave the review for a little while to see if something comes up: I think I'll switch from ed to awk, just because I can make awk fail if the "anchor" pattern is not found. I want it to fail, otherwise, root_rw_mount will silently not get set.

Mentor approved for commit (@imp's review is sufficient for me).