Nanofluids using nanoencapsulated Phase Change Materials (nePCM) allow increments in both the thermal conductivity and heat capacity of the base fluid. Incremented heat capacity is produced by the melting enthalpy of the nanoparticles core. In this work two important advances in this nanofluid type are proposed and experimentally tested. It is firstly shown that metal and metal alloy nanoparticles can be used as self-encapsulated nePCM using the metal oxide layer that forms naturally in most commercial synthesis processes as encapsulation. In line with this, Sn/SnOx nanoparticles morphology, size and thermal properties were studied by testing the suitability and performance of encapsulation at high temperatures and thermal cycling using a commercial thermal oil (Therminol 66) as the base fluid. Secondly, a mechanism to control the supercooling effect of this nePCM type based on non-eutectic alloys was developed.