Official docs cover cross compile, and although it would be slow, you can build kernels and/or modules natively on the Jetson as well. You’d probably need to have something like a thumb drive or other external storage though since kernel source plus intermediate build components take a lot of space. For example, you could create a thumb drive partition and mount it on “~/kernel” (you’d first “mkdir ~/kernel”). Here is some native compile information:
https://forums.developer.nvidia.com/t/problem-smb-jetson-nano/193640/11