Thank you everyone for your help and contribution to my post
I was analysing Vellinga 1990 monograph and I am very confident that my material showed here and others from Gozo refers to P. nanus. This is what I wrote at taxonomic comment:
Taxonomic notes: Three small Pluteus species that are morphologically similar to Pluteus nanus are P. thomsonii (Subsect. Eucellulodermini); P. podospileus Sacc. & Cub and P. romellii Britz. (Sacc.) (Subsect. Mixtini). According to Vellinga & Schreurs (1985), the latter subsection is characterised by a pileipellis made up of a mixture of two types of cells: sphaeropedunculate and elongated fusiform or conical hyphae, twice the length of the former. Besides that, P. thomsonii exhibits mucronate cheilocystidia and a strong venose character on its pileus, whereas P. podospileus is macroscopically characterised by a brown floccosity or punctuations on the stipe. P. romellii has a similar pilleipellis to P. nanus, but has a distinct pale or chrome yellow colour throughout most of the stipe, sometimes also seen in the lamellae (Vellinga, 1990). Two forms of P. nanus are given in Vellinga (1990), of which distinction is based on the stipe’s colour and its fine floccose coating. The stipe's reduced floccosity and its light colour turning gray only at the base, assigned the examined material to forma nanus rather to forma griseopus (P.D. Orton) Vellinga. P. nanus and P. griseopus P.D. Orton were previously treated as separate species, but P. griseopus was judged to have minor artificial differences only in the colour of the stipe and so it was demoted to a forma by Vellinga & Schreurs (1985)