There has been. The Batman: Gotham Knight
direct-to-DVD feature was a series of anime shorts set in the Nolanverse between Batman Begins
and The Dark Knight
(although it had a couple of continuity discrepancies with TDK). And it wasn't softened for the kiddies; it was a pretty hard PG-13.
They might have had a few small nods to the Nolan movies, but they never struck me as being literally set in the Nolanverse.
Most of them were so arty and abstract it could have been ANY Batman.