I see a weird dissonance in your post - you clearly believe in nuclear deterrence, but also negate that NATO - a nuclear alliance - provides deterrence, and claim that it would be better for nations to not be part of NATO, but have their own small nuclear force instead.
The first point is something that you'll have to resolve yourself, so I'd actually like the time to disagree on your second point - that a small nuclear force provides deterrence against major powers, like North Korea. North Korea has a very small nuclear arsenal, and an even smaller number of carrier missiles; this is exactly the threat you counter with BMD, and indeed, if you look at a map of where the US's BMD is located, you will find that it's squarely pointed at North Korea. North Korea is safe for other reasons, not because it could lob a nuclear-tipped missile at the US; it could lob nukes at various US allies, this provides deterrence, and is more difficult to defend against (and, as you would expect from this line of reasoning, both Japan and South Korea have been investing and continue to do so a lot into BMD). And North Korea is of course in a range where it could glass Seoul using conventional weapons, which is virtually impossible to defend against. On top of that there is an unclear amount of China in the back of North Korea; it seems unlikely that you could intervene in NK without China doing something.
The situation is even worse for a country like Lithuania. Even assuming they bring up their own nuclear arms program without Russia or anyone else intervening, which seems like one heck of an assumption to me, deterrence requires that you're actually able to feasibly launch something. This essentially rules out land-based nukes, because Lithuania is too small and all possible locations are too close to Russian land forces or naval forces to be able to launch a missile without giving a large window to intercept it. Air-based nukes are out for similar reasons, the country is small enough that air defenses would cover most of it. So now you're looking at SLBMs and the submarines that go with them.
There is only country that managed to do something like this, and that's Israel. And it does not border on another nuclear country, not even close - in part because they actively prevent that from happening.
The first point is something that you'll have to resolve yourself, so I'd actually like the time to disagree on your second point - that a small nuclear force provides deterrence against major powers, like North Korea. North Korea has a very small nuclear arsenal, and an even smaller number of carrier missiles; this is exactly the threat you counter with BMD, and indeed, if you look at a map of where the US's BMD is located, you will find that it's squarely pointed at North Korea. North Korea is safe for other reasons, not because it could lob a nuclear-tipped missile at the US; it could lob nukes at various US allies, this provides deterrence, and is more difficult to defend against (and, as you would expect from this line of reasoning, both Japan and South Korea have been investing and continue to do so a lot into BMD). And North Korea is of course in a range where it could glass Seoul using conventional weapons, which is virtually impossible to defend against. On top of that there is an unclear amount of China in the back of North Korea; it seems unlikely that you could intervene in NK without China doing something.
The situation is even worse for a country like Lithuania. Even assuming they bring up their own nuclear arms program without Russia or anyone else intervening, which seems like one heck of an assumption to me, deterrence requires that you're actually able to feasibly launch something. This essentially rules out land-based nukes, because Lithuania is too small and all possible locations are too close to Russian land forces or naval forces to be able to launch a missile without giving a large window to intercept it. Air-based nukes are out for similar reasons, the country is small enough that air defenses would cover most of it. So now you're looking at SLBMs and the submarines that go with them.
There is only country that managed to do something like this, and that's Israel. And it does not border on another nuclear country, not even close - in part because they actively prevent that from happening.