Currently the application of consolidants based on nanoparticles is common practice among restorers. Consolidants should not modify the properties of original materials according to international recommendation, which requires previous studies to decide the optimal option. The selection must be based on empirical results, and not only in the expertise of the restorer, because the consolidant’s effectiveness is influenced by its own properties and other factors such as the characteristics of the artwork (elemental composition, porosity, texture, etc.) and its context (temperature, relative humidity, etc.). Moreover, new protocols must be sustainable and compatible with on-site restoration. A new protocol to test consolidant nanoparticles has been designed and assessed. This is based on easy trials and low-cost techniques—digital microscope, colorimeter, peeling test and ultrasound—that could be employed by restorers in situ. In this paper, different consolidant nanoparticles were tested on stones from two historical quarries. The first treatment was SiO2 nanoparticles, and the second, a new nanocomposite of Ca(OH)2 and ZnO quantum dots that allows us to measure penetration depth easily and discern the treated areas under UV lights. This second treatment was the best option for the studied stones, validating the protocol designed for the choice of consolidants.