I've recently discovered something pretty neat. I may be well behind the curve compared to most of you Nikon mono shooters, but here goes.
Since first getting the D800, I've always set up a second main shooting menu for Monochrome capture; A for color, B for mono and of course named them appropriately. In the mono, I've generally just left the factory mono settings at their defaults and it did a credible job, but to get what I wanted I needed to work the raw a bit in C1 to get where I wanted, even when using my saved custom C1 presets.
With the acquisition of the D810, I started playing around with the in-cam settings a bit and have hit on what I think is a pretty awesome combo -- a combo I've transferred to the D800E and Df, and it appears to work equally well with them. It helps render the mono with a fairly broad and smooth tonal gradation and then light color-tone to taste, so I thought I'd share them for your comment.
I select mono, then dial back sharpening to 3 and zero out contrast, clarity and brightness. I turn on sepia and dial it back to 1.0 (D810 you can sub-set toning in 0.25 increments, but 1.0 is the minimum in all these cams and my preference.) I am currently experimenting with using the Y filtration, and it seems to give a really nice overall balance to the relative hue rendering.
Obviously, these settings only apply to the in-cam jpeg, but do then render for the rear LCD review, so we see our capture in our as-set toned mono. However, there's a nifty part -- Capture NX-D does apply those settings to the raw file on import, and it does so extremely well, rendering the nef with the same look as the in-cam jpeg -- and frankly I find it so good the file doesn't need much tweaking beyond that. At the least, it's a lot less work than was required in C1 to get a really nice B&W.
I'd encourage you to experiment a bit and post your thoughts after playing around with it. Really does open an entirely new dimension to these cameras for me.