I got my NiftyKeyz recently and I love it. I'm just starting on this journey too, having bought a Minibrute 2S a few months earlier. Here's my rig: 
I'm in the process of ordering he five modules to the right of the Dreadbox Nostalgia - hopefully it'll get here by next week.
Having the delay and phaser really help add depth to the sounds. I haven't figured everything out yet, but using the arp on the NiftyKeyz with the delay, I've gotten some pretty cool sounds out of it. I'm looking forward to having three voices when the Castor & Pollux gets here! I haven't even tried linking it up with the Minibrute yet. It's a good thing the Steppy has four separate outputs. Don't forget that you have an additional modulation source from the Niftykeyz itself - it's built-in LFO, controlled from the modwheel.