Nels was always one of my favorite characters in the show, too. I loved the scenes with him and Harriet especially. It’s my understanding that the cast is really close (from reading Alison Arngrim’s book and also from an opportunity I had to interview her), so I’m sure this will be very difficult for them.
In Alison Arngrim’s memoir (which I recommend enthusiastically as not just a great former-child-star memoir but as a great memoir in general) she says that of all the actors on the show he was by far the most like his character: very kind, dignified, slightly reserved, and intelligent.