If you are going to be doing a few I would (as John suggests) use a lantern chuck. A simple single purpose one can be basic.
Bit of suitable bar. Drill & thread through to suit the nozzle thread (6mm?). Drill part way through and thread larger to give clearance for the hex. If its 7mm as usual M10 should do.
Screw the nozzle in from the wide end, and with a bit of protection on the end of the nozzle, lock it in place with a screw of some sort. Grip in chuck/collet with threaded end of the nozzle out.
I would probably put a cone in the end of the locking screw so that only the outer edge of the nozzle was in contact with the holding screw.