Not quite. HM-10 and HC-06 will not work together. I was thinking a swag of HC-06, each with a different identity, and being polled being polled by an HC-05. I don't know much about the HM-10, but I suspect a group of those will be even more suitable. In both instances the base justs asks "are you there?", signal or silence, and moves on to the next one.
I would not have thought the Nano was a good choice. The most you would want is a 3.3v Pro Mini, and you would most likely use something really basic.