I'm not sure how some people do it. There's some pretty big "portable" rigs.
Here's mine with updated velcro and matching red rubber band, it fits in my pocket. I like the convenience of being able to change songs, adjust volume etc.
Still waiting on my LOD, shipping from Canada is slow
I'll be sure to post the full setup when the LOD it gets here.
Nano--->LOD--->Minibox-E--->Shure E4c or Beyer DT880