I heated the nozzle with a butane torch as Rich suggested, and was able to remove the jammed filament in one piece. However, the hole in the nozzle was still plugged. I tried soaking the nozzle in acetone, but as I suspected, this did not help. And I don't know of any tool available that I can use to poke through the hole.
Therefore, I believe at this point that I need a replacement nozzle, as well as some spares (unless there's something else I can do to unplug nozzle). The Deezmaker online store has Budaschnozzle 0.35mm Nozzle Replacement (3 pack) for sale but indicates that these are not used with the current Bukobot models.
So, how do I get replacement nozzles for my v2?
I would also really like to understand if there's something I did wrong to cause the problem, or if this is an inevitable problem with nozzles. At this point, I'm afraid to try printing in nylon again.