Meraki support replied with unfortunate news. 1:1 and 1:M NATs will still bypass any Layer 7 country blocking, even with the early access NAT exceptions function active. So, for country blocks, all the hundreds of CIDR entries would need to be added as a layer 3 inbound rule and the NAT exceptions activated.
The other option mentiond by Meraki is to scope out the 1:1 NAT allow list by using the country IP blocks that are allowed (instead of using any). That way you don't have to use an early access feature. I am unsure how having hundreds of CIDR blocks in the 1:1 NAT will affect performance though.
Thanks for everyone's help.