Thanks for your responses. Eating wise, he is normally a big eater, but I think he has breakfast too late in the morning to want a snack at half nine, nursery starts at half eight and he has normally finished his breakfast around eight. Yesterday however I gave him slightly less breakfast though and he ate his lunch there! So will try giving him his usual breakfast earlier.
I also have been calling to check to see how he is after I have dropped him off, he is always fine, and I do trust he is happy there. For example this morning, he was starting to cry in the car, but did get out of the car, crying. When I have dropped him off at his grandmothers, he refuses to get out of his car seat and will keep trying to buckle himself back in 
One of the issues the key worker has picked up on is that he doesn't like being told to what to do, not from a discipline point of view, more from a choice one. He lives playing outside, gets upset when its time to go in etc. also refused to sit on the floor for story time, wanted to sit on the chair. 
always sits on the floor at home....
He takes something with him from home everyday, doesn't really have a comforter as such, but might start putting a fave toy in his bag to give when I pick him up?
I knew it wouldn't be easy, it's just he cries SO much, and he never cries otherwise. Its also only his second proper week so I know I need to give it time. And the easiest thing to do the nursery staff tell me is to leave him as soon as I can, ie not to stand cuddling him for ages like this morning
When I pick him up he is happy, I also watch him to see if he is ok and he is always happy. I can also see a change in him already, he now shouts all the time at home as in talks very loudly, and skips everywhere . He also told DH to 'listen' yesterday by putting his hand on his ear and cocking his head.
Thanks again for replying, will update if things don't improve.