Usually EKF2 estimator is not recommended on micro-quads, as the magnetic sensor will be interfered by magnetic field generated by motors/large current in such a compact range, which may cause sever, radical yaw drifting.
Normal external compass is just too heavy for micro-quads. To enable EKF2 on micro grade of drones, a tiny external compass module is now available at AirMind Store, specially designed for NanoMind , to fly EKF2 estimator indoor.
This external compass weights only ~2.6g. It can also be easily stacked on other micro-quads built on MindRacer.
[Video] fly EKF2 estimator on NanoMind 110 quad