This is a question I get usually once every week or so, and I've decided to just make a blog post about it. This is to inform everyone who cares about such things, and also give me something to link to when someone asks the question again so I'm not writing the same thing over and over again.
And this policy really applies to all of the OC's I've developed for my stories. I'm just focusing on Nyx cause she's the one people ask for the most.
So, here's where I stand where it comes to using any of the characters I've developed in your stories.
1) Please give me credit. If you use Nyx, Sweet Tooth, Mogul Magnete, Third Eye, or any characters I've developed, then please link back to both the story the character originated from and my own author profile here on Fimfiction.
-- Example: "Nyx is from Past Sins by Pen Stroke"
-- Example: "Sweet Tooth is from Little Sugar Shop of Horrors by Pen Stroke"
2) Please respect the character. I know this one may be a little vague. I'm not saying you can't put the characters through the ringer. Characters facing trials and tribulations is usually part of the reason a story is good. What I'm talking about is hurting, demeaning, or otherwise defacing the characters just to deface the characters, then I would respectfully ask you not to write that story.
-- Example of respect: RealityCheck has wrote a story where Nyx was, arguably, killed in one of the last chapters, but it was a major plot point and was the climax of his story "Nightmare Night and Nyx"
-- Example of disrespect: A short, one-shot story someone wrote way back where the entire story was Twilight, the princesses, and everypony else cooking Nyx and then eating her barbecued flesh for lunch.
3) Please avoid clop and foalacon. Now, this isn't a rule against shipping. While I don't write it myself, I know that a lot of authors find a lot of joy in writing about the blossoming romance between characters. Still, if it goes into the bedroom, please skip the naughty details. And if the characters are physically/mentally young, like Nyx, then a school age crush is fine. Just please avoid the hanky panky.
Those are really the only three rules I have. It is the internet and fan-fiction after all. If I said overtly no, then people would use my characters anyway and there really isn't much I can do about it. (This may be especially true on fim-fiction. Last I heard, claims of stolen OC's basically get disregarded by admins. Anyone, however, is free to correct me if I'm wrong.)
So, since I can't really stop folks even if I wanted to, I'd rather establish guidelines and ask that people abide by them out of respect of me and the stories.
But, let me say this before anyone goes galavanting off. I am honored that some people want to include Nyx and a few of my other characters in their own stories. At the same time, I don't want other authors to limit themselves. Just because you like Nyx doesn't mean she has to have a place in your story. The same rule applies to canon characters as well. If your story is about Rarity and Hoity Toity having a contest to see who can design a better dress, then you may not even need to include Sweetie Belle, Spike or even characters like Pinkie Pie and Applejack. You should only ever include characters that make sense.
The other thing is that including another person's fan character can carry a lot of baggage. You usually have to take into considerations the events of that character's story. You also have to deal with opinions other people have of that character. While including Nyx in your story may draw some people in, you may get slammed by others who genuinely dislike Nyx.
And, above all, I would encourage you all to be creative. If you are including someone else's character to fill a hole in your story, then consider dreaming up your own character. After all, the famous OCs like Little Pip, Nyx, Blackjack, and wouldn't have come into existence if their original authors hadn't tried to be creative. After all, if you write a great story and get lucky, that OC you created will become your own little star like Nyx is for me.