(1) Background: DA-Gelucire® 50/13-based solid lipid nanoparticles (SLNs) administering the neurotransmitter dopamine (DA) and the antioxidant grape-seed-derived proanthocyanidins (grape seed extract, GSE) have been prepared by us in view of a possible application for Parkinson’s disease (PD) treatment. To develop powders constituted by such SLNs for nasal administration, herein, two different agents, namely sucrose and methyl-β-cyclodextrin (Me-β-CD), were evaluated as cryoprotectants. (2) Methods: SLNs were prepared following the melt homogenization method, and their physicochemical features were investigated by Raman spectroscopy, Scanning Electron Microscopy (SEM), atomic force microscopy (AFM) and X-ray Photoelectron Spectroscopy (XPS). (3) Results: SLN size and zeta potential values changed according to the type of cryoprotectant and the morphological features investigated by SEM showed that the SLN samples after lyophilization appear as folded sheets with rough surfaces. On the other hand, the AFM visualization of the SLNs showed that their morphology consists of round-shaped particles before and after freeze-drying. XPS showed that when sucrose or Me-β-CD were not detected on the surface (because they were not allocated on the surface or completely absent in the formulation), then a DA surfacing was observed. In vitro release studies in Simulated Nasal Fluid evidenced that DA release, but not the GSE one, occurred from all the cryoprotected formulations. Finally, sucrose increased the physical stability of SLNs better than Me-β-CD, whereas RPMI 2650 cell viability was unaffected by SLN-sucrose and slightly reduced by SLN-Me-β-CD. (4) Conclusions: Sucrose can be considered a promising excipient, eliciting cryoprotection of the investigated SLNs, leading to a powder nasal pharmaceutical dosage form suitable to be handled by PD patients.