Dealing with nukes requires basically the same tactics as dealing with strategic bombers.
1. You have 4 defensive tools to deal with enemy bombers: Airfields, Interceptors, Provincial AA, and Radar.
Air Scramble Set interceptors on air scramble in front of important targets, such as Essen and Berlin. Work best with radar. Fighters can also do this job (IIRC), but not as well as Interceptors.
Radar Place on periphery of country and near airfields. Radar will significantly boost your Interceptors' abilities to fend off enemy bombers.
AA
Maxed-out provincial AA is extremely powerful against enemy bombers. There are two ways to use AA: 1- Place it in such a way as to channel enemy bombers towards your Interceptors (enemy bombers prefer not to fly over heavy-AA regions). 2- If you can spare the IC, you can max out AA across Germany in less than an year. So much AA will tear enemy strategic bomber fleets that try to strike deep in your territory. Make sure to keep AA tech up-to-date.
Airfields
Generally speaking, Germany has enough airfields for you to be able to keep all your planes repaired and organized. No need to build any more airfields. Just make sure to base your interceptors to defend major cities.
2. You have 4 Offensive tools to deal with enemy bombers: Fighters, Bombers, Airfields, and Invasion
Air superiority
Set fighters on air superiority over enemy air fields or neutral territory (say, the English Channel). This is your first defense, but it's not ideal - your Fighters will need to repair a lot (costing IC), to reorganize (costing time), and will consume much more oil on Air Superiority than Interceptors on Air Scramble. Still, if you have enough fighters on air superiority at the right place, you'll skew the odds significantly in your favor. Interceptors can also do this job, but not as well as fighters.
Bombers
Use TAC/STR on Runway Cratering on enemy airfields. This will reduce the rate at which enemy planes can reorganize and run sorties against you. That means your fighters will have less work to do, and the enemy will have a smaller chance of launching a successful attack. However, AI uses the shortest distance between one of its airfield and its target when attacking you... For example, it can attack you from Belfast as-if its planes were based in Dover.
Airfields
Make sure you have enough airfields so you can reorg all your fighters and bombers at the maximum speed.
Invasion
The only sure way to defeat all enemy nuke attempts. Conquer all nearby airfields.
And finally, you should do all of these at the same time... so an enemy bomber wing will have to maintain a high organization while going through a wall of your fighters, then navigating away from your AA or taking heavy damage from your AA, and then dealing with your radar-guided interceptors. It'll have to do all this while maintaining high organization, or its mission will end in failure