I have no experience of nbval, so I can’t answer the question directly.
However, I wonder if we should actually take a step back and ask what our preferred mechanism for presenting tutorials and examples actually is (or, rather, will be). I’d prefer us to take a unified, coherent approach to this, rather than attempting to expand our systems (and our readers’ patience) to cover whatever formats we can think of.
For example, given the approach pipelines documentation described in DMTN-030, I’d imagine one could construct a good argument that we’d should embed tutorials directly in the documentation, written as reStructuredText documents and tested appropriately, rather than by trying to graft on notebooks (which, arguably, will never integrate properly with Sphinx).
I don’t take an opinion on which route we should go down for now, but I do think we should step back and think about how we actually want our tutorials to work before we focus on the details of the technology.