Hyphenation of SI prefixes

I constantly see variations in the hyphenization of words containing SI prefixes. Nano-, micro-, milli-, etc. But when is it proper to ditch the hyphen, and when should it be included?

For example, my gut instinct as a native speaker tells me to write 'nanoscale', but 'nanocomponent' seems wrong. I would have written 'nano-component' every time. Giving up seems like the best option when I try to find the proper way of writing 'nano resonance fatigue test set-up'.

Looking at a couple publications leads me to think that a concise explanation could be useful for the scientific community.

I constantly see variations in the hyphenization of words containing SI prefixes

You shouldn't if they are actually used as SI prefixes. In the names of SI units you should never hyphenate between a prefix and a base unit.

(It used to be that one might use "micro-microfarad" when doubling prefixes, but this doubling has itself been proscribed with SI units since around the middle of the last century.)

Hyphens are allowed between the separate components of derived units like watt-second though a space is preferred. Hyphens are also allowed in adjectival use of actual measures ("A 5-second delay").

In other uses of the prefixes outside of SI use, there is no set rule. It's worth noting a few things.

The first is that many of these coinages could have existed without the SI system giving them the currency that they do, after all there were microscopes before there was even the earlier metric system. While nanotechnology is so-named in part because it deals with things at the level where the nanometer is the most reasonable unit of measurement, it also matches the original meaning of nano; "dwarf".

Another is that closing the compound (no space, no hyphen) seems to be very common.

Another is that joking or tongue-in-cheek uses are a bit more likely to use hyphens, as much because they're more likely to cause confusion if it isn't clear what is meant by them.