Any food or dishes that are regularly challenging for you? [Maybe he'll get him a cute apron]
Cuddle pile? So you would usually lay about with others? You wouldn't be opposed to me being affectionate, would you? [Gokudera could get him a weighted blanket... or a body pillow.]
Really? [That's not something he wants to play on the piano, but it would be easy to get his hands on some music for Nathaniel.]