Is it not that big a deal vs No big deal

In general, when you use a countable noun in the singular, you must put some indication of quantity in front of it. When you use it in the plural, you may give a quantity or not. By "countable noun", I mean a noun that refers to something that can be counted, like dogs or bricks, as opposed to things like liquids that perhaps can be measured but not counted. By "indication of quantity" I mean a number, like "one" or "six"; an article, namely "a" or "the"; or some other word that indicates a quantity in some general sense, like "many" or "some".

In this case, "not a big deal" uses an article to express the quantity, namely, one. "No big deal" uses the word "no" to express the quantity, namely, zero.

So in your "stupid question" example (I'm referring to the example you give, not your question!), yes, you need an article or some other "quantity" word. Normally you would say, "That was too stupid a question" or "That was a stupid question".

Note that you don't necessarily need a quantity when you use the plural. For example in the singular you cannot say, "There was dog in the room", you must say, "There was a dog in the room" or "There was one dog in the room". But in the plural you can say, "There were dogs in the room." You CAN give a quantity, like "There were two dogs in the room" or "There were many dogs in the room", but you don't have to. (I have no idea why this is so. It's just the rule.)

I think the simple answer to this is that you do need to use the article, but that one definition of no is "not a", meaning that using no on its own can imply the article anyway, as in:

He's no genius. (He's not a genius)
It's no joke. (It's not a joke)
No one may leave. (Not a/any one/person may leave)

So, you can say "It's no big deal", as you may also say "It was no stupid question", but because no definitions of too include an article, you have to explicitly use the article with too.

For what it might be worth, I find that "of a deal" is a prepositional phrase that modifies the adjective "big"; you would be left with the main sentence, "It's not that big." While adjectives can certainly be used as nouns ("the good, the bad, and the ugly"), this is usually the case when there is an understood noun to which the adjectives apply ("people"). "It's not that big." is a bit awkward and very conversational, on the level of "no big". I prefer "It's not that big a deal." as the more straightforward option. However the comment in the thread noting that English tends to be defined by usage is right, so way what you will.