Mega Gnar is tricky and you need to understand his zones. Once you do, you can walk up and trade with him confidently, juking his boulder and wallop. You must have pool available if he is mega though. It's your safety net.
Mini Gnar is also tricky. And a lot more annoying. Keep the lane at your tower because he is more mobile than you. If he realizes this he will chase you down.
You have two options with small Gnar. If he has lots of magic res, farm under tower, get wota asap and just heal off minions. His harass shouldn't hurt too much.
If he has gone for offense, hexdrinker, black cleaver etc, punish him when he comes to harass you. He should be squishy enough to kill unless you're behind.
You can also take ghost as it means you can't get chased down the lane to a slow death.