Biodegradable blends and nanocomposites were produced from polylactic acid (PLA), poly(3-hydroxybutyrate) (PHB) and cellulose nanocrystals (NC) by a single step reactive blending process using dicumyl peroxide (DCP) as a cross-linking agent. With the aim of gaining more insight into the impact of processing methods upon the morphological, thermal and mechanical properties of these nanocomposites, three different processing techniques were employed: compression molding, extrusion, and 3D printing. The addition of DCP improved interfacial adhesion and the dispersion of NC in nanocomposites as observed by scanning electron microscopy and atomic force microscopy. The carbonyl index calculated from Fourier transform infrared spectroscopy showed increased crystallinity after DCP addition in PLA/PHB and PLA/PHB/NC, also confirmed by differential scanning calorimetry analyses. NC and DCP showed nucleating activity and favored the crystallization of PLA, increasing its crystallinity from 16% in PLA/PHB to 38% in DCP crosslinked blend and to 43% in crosslinked PLA/PHB/NC nanocomposite. The addition of DCP also influenced the melting-recrystallization processes due to the generation of lower molecular weight products with increased mobility. The thermo-mechanical characterization of uncross-linked and cross-linked PLA/PHB blends and nanocomposites showed the influence of the processing technique. Higher storage modulus values were obtained for filaments obtained by extrusion and 3D printed meshes compared to compression molded films. Similarly, the thermogravimetric analysis showed an increase of the onset degradation temperature, even with more than 10 °C for PLA/PHB blends and nanocomposites after extrusion and 3D-printing, compared with compression molding. This study shows that PLA/PHB products with enhanced interfacial adhesion, improved thermal stability, and mechanical properties can be obtained by the right choice of the processing method and conditions using NC and DCP for balancing the properties.