One has to think about what happens in the explosion.
In a conventional explosion, a chemical reaction creates a whole lot of hot gas - that volume is initially contained inertially, and it expands as a shock wave travels outward. Any object on the boundary will experience a larger thermal and pressure gradient; the pressure and flow of matter behind the shock wave propel things outwards. The "heat" is external to any nearby objects, and whether they survive is partly a question of size, melting point and strength.
A nuclear explosion is different. Instead of a chemical reaction creating a large amount of hot gas, the heat is radiated outward by photons, neutrons and other particles. And because the neutron flux is so high, there is a very large heat transfer to any objects in the close vicinity - both the air (think mushroom cloud) and any objects. This means that an object nearby will be heated "through and through", as the neutron flux diffuses through it.
For an object to survive, it would have to have a combination of extremely small neutron cross section, high heat capacity, and high melting point.
I don't believe materials exist with a sufficient combination of these properties.