Getting it to work with dependencies can be a bit trickier, some of them need some Nuitka-specific hacks. The Nuitka creator/maintainer actually maintains a shocking number of these himself, in the form of Nuitka "plugins". It can be hard to figure out the right command line syntax to enable these, which is obviously a small inconvenience compared to creating them in the first place but can still be annoying. So far I've used Qt and numpy plugins and they work well. Trio doesn't work at the moment but support is likely to be coming soon. As one of the top comments for pyinstaller here says, you'll probably be better off if you're using Nuitka from day 1 rather than suddenly using it for a big exclusive project.
As with pyinstaller, it has the option to bundle everything into a single file. This is convenient but has the same disadvantage of being a bit wasteful, especially on Windows where it extracts files to the temp directory on every run (as another comment says about pyinstaller). On Linux I think it uses a ramdeive.
A very nice feature of Nuitka is a alternative mode where it doesn't put everything into one file. All the pure Python is compiled to a binary but it leaves all the binary dependencies and resources separate, which you can then deploy together in a directory. This is a bit less convenient for users but a bit more efficient and has the very nice property of being LGPL compliant if you're using PyQt/PySide. It's also useful for debugging the single-file mode, since that is really a wrapper around this mode.
