Context: A Visual Studio solution with 2 assemblies, Cs and Cpp.
In your C++/CLI project, just add a reference (Menu->References->Add New Reference->Browse->Browse...) to the nlog.dll that nuget downloads to your [solutionfolder]/packages/nlog... folder. That seems to work for me.
Please refer to NuGet documentation especially the "-IncludeReferencedProjects" parameter.
"From a project" section; http://docs.nuget.org/docs/creating-packages/creating-and-publishing-a-package
Regards...
The way I've done it, is to make a "nugetmaster", which references all the nugets the other two projects will use. Build that one first, and reference the nuget assemblies manually within each project. Added bonus is to have more control on versions, only once place to update all other projects. And this scales well.
Another approach is similar to the one above - create a shared C# assembly used by them both, which also implements all the code using the nuget assemblies. And only expose wrappers.