The plural is "Pasteis de Nata". The usual way to make the plural in words ending in "el" is replacing it with "eis". "Hotel" and "Pincel" turn into "Hoteis" and "Pinceis".
"Pastéis de Nata" would be the plural form. Yes, they are amazing. I never understood why they were not more popular in Massachusetts, given the huge Portuguese population there.
Pasteis de Nata/Belem are most common from Lisbon on south to the Algarve. Most of the Portuguese in Massachussetts are from Porto or from the Azores/Madeira. You are more likely to find Lisboetas in New Jersey and Toronto.
Pasteis de Nata are one of my favorite foods of all time, but they were fairly uncommon where I grew up in an Azorean Portuguese community in California, although Queijadas are pretty similar.
That makes a lot of sense. But still, it is pretty rare over there. Search for "pastel de nata" on yelp for Cambridge shows only 5 results, and only restaurants who happen to have them. Not one single pastry/coffee shop.
What I think it's funny is how the Portuguese focused so much on working as real estate developers/contractors and basically never took the entrepreneurial spirit to any other industry. If I were in MA, I would look into getting a coffee shop that served only a good european-style espresso, pastéis de nata e ginjinha. I bet it would find a good number of customers.