Anyone tried using a sub on BW Nautilus 802s

It is most likely your room. Had the same problem with N802s untill moved to a much bigger room. No need for the big velodyne any more.

I have always used a sub with my N802's. My power is the Krell 300cx and biwired with Transparent reference cables. My sub is a 12" Velodyne. I have always liked that little extra bottom end you get from a sub when and if you need it. (I know this will probably be anathema to some audiophiles, but, I have found that some recordings are bass shy and need a little extra punch.)

I have a fairly large room (23 by 40ft, ceiling height between 12ft to 30ft) and the N802 deep bass is still fairly good. It's the extra oomph and warmth and lifelike-ness you want, then a PAIR (2) of subs will be needed. It is also the classic placement problem which requires the speakers to be way out away from the front and side walls for best imaging but cause thinning of bass. I put away but had to drag out again a pair of subs (X-over and biamped at 80Hz x 200WPC) to fill that oh so desirable oomphs. I am very happy with the result! But beware: Bad bass is worse than no bass but no bass is not true high fidelity.