Performing magnetization studies on individual nanoparticles is a highly demanding task, especially when measurements need to be carried out under large sweeping magnetic fields or variable temperature. Yet, characterization under varying ambient conditions is paramount in order to fully understand the magnetic behavior of these objects, e.g., the formation of non-uniform states, the mechanisms leading to magnetization reversal, thermal stability or damping processes. This, in turn, is necessary for the integration of magnetic nanoparticles and nanowires into useful devices, e.g., spin-valves, racetrack memories or magnetic tip probes. I will show that YBa2Cu3O7 nano Superconducting Quantum Interference Devices (YBCO nanoSQUIDs) are particularly well suited for this task. I will present measurements of individual nanoparticles of soft magnetic materials with different shapes (nanodots, nanodiscs and nanowires) performed under sweeping magnetic fields (up to ~ 500 mT) and variable temperature (1.4 - 80 K). Measurements underscore the intrinsic differences between samples owing to their shape and the presence (or absence) of magnetocrystalline anisotropy. This also serves to distinguish the mechanisms leading to magnetization reversal mediated by, i.e., nucleation/propagation of domain walls or nucleation/annihilation of magnetic vortices, shedding light on the nature and magnitude of the energy barriers separating different magnetic states, nucleation/annihilation fields and switching times.