I feel a bit self-conscious, writing this post, but it seems to be a perfectly normal practice among Science Fiction and Fantasy writers, magazines, and any other individual or organization who is eligible for this pair of well-known and highly regard industry awards.
I have stories that are eligible for both awards.
If you are a member of Worldcon Glasgow 2024 or a member of the Chengdu Worldcon held this year, you are eligible to both nominate and vote upon nominees.
If you are a full, associate, or senior member of SFWA, you are eligible to nominate and vote in the Nebula Awards, and copies of my eligible stories are available in the member’s Forum.
In the Short Story category
“Winds of Change” in Blaze Ward Presents: Every Tomorrow Worse?.