You know, I think you don't *have* to romance her.. From what I've seen on torhead, there are dialogue options with which you can refuse the romance, but through them you loose affection with her.
So, your option might be to choose the dialogue that refuses the romance, loose affection with Nadia and then regain it later with gifts or with replies during quests that she will agree with.
What I'm puzzled about is that my female Consular doesn't have the option of romancing Nadia after all that hoopla about same-sex romance being possible in this game. Did I miss something or did they quietly do away with it as a result of too many complaints from conservative groups?
Let us know how your story with Nadia develops.