Despite intense research in the field of strongly correlated electron behavior for the past few decades, there has been very little effort to understand this phenomenon in nano particles of the Kondo lattices. In this article, we review the results of our investigation on the fine particles (less than 1 micron) of some of the alloys obtained by high-energy ball-milling to bring out that this synthetic method paves a way to study strong electron correlations in nanocrystals of such alloys. We primarily focus on the alloys of the series, CeRu(2-x)Rh(x)Si2, lying at different positions in Doniachs magnetic phase diagram. While CeRu2Si2, a bulk paramagnet, appears to become magnetic (of a glassy type) below about 8 K in fine particle form, in CeRh2Si2, an antiferromagnet (T_N= 36 K) in bulk form, magnetism is destroyed (at least down to 0.5 K) in fine particles. In the alloy, CeRu(0.8)Rh(1.2)Si2, at the quantum critical point, no long range magnetic ordering is found
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