Eine direkte Antwort auf Deine Frage faellt mir ohne Beispiel fuer Dein "na ja" schwer, aber hier zwei aehnliche Sachen:

1. Wenn Du "well" am Anfang eines Satzes sagt, kann das entsprechend einer Variante des deutschen "nun ja" funktionieren. (Wie in: "Nun ja, eigentlich hatte ich mir das anders vorgestellt.")

2. Du kannst "very well" am Anfang eines Satzes mit einem Stosseufzer verwenden. Das bedeutet dann so viel wie ein widerwilliges "nun gut". (Wie in: "Nun gut, dann mache ich mir eben die Arbeit, wenn ihr es nicht anders haben wollt.")

Grundsaetzlich solltest Du aber bedenken, dass auch im Deutschen Ausdruecke wie "nun ja", "nun gut", "na ja", etc. recht flexibel sind, so dass es keine generelle Entsprechung geben wird.

Wenn es Dir nur um die Wirkung Deines "Oh well" geht, dann wird das hauptsaechlich davon abhaengen, in welchem Tonfall Du es aussprichst.

This is actually a question I've wanted to ask in the other direction. I say 'Oh well' a lot after another sentence, usually to express disappointment, resignation, or futility, like a shrug or a sigh, sometimes more or less cheerful, sometimes not. But I'm not sure 'Na ja' really conveys the same thing in German.

Rats, I forgot to stop for groceries. Oh well, there's always canned soup.
We worked so hard on that proposal, and then the client didn't like it at all. Oh well, we gave it our best shot.

In that case it's usually on a falling pitch: Óh well.

When it's more cheerful or ironic, said with a wink or a grin, the pitch rises first, then falls: Óh, wé-ell.

What, you mean I didn't win a million dollars in the lottery? Oh well, such is life.
So he thinks the boss is going to choose him even though he totally messed up the last two projects? Oh well, I guess the rest of us don't even need to apply, then, do we?

Lückenfüller sollte man vermeiden, selbst wenn man die Sprache sehr gut beherrscht klingt es bei den meisten gekünstelt und bringt rein gar nichts.
Ich finde es immer wieder bemerkenswert, dass im Deutschen Lückenfüller im allgemeinen verpönt sind, gebildete Leute und gute Redner gebrauchen Lückenfüller äußerst selten, aber im Englischen glauben die Leute dadurch „fließender“ und natürlicher zu klingen, aber genau das Gegenteil ist meistens dabei der Fall!

I'd prefer the following translations (but there are several options; I assume the intonation is more important than the exact wording):

1. (groceries): nun gut
2. (proposal): nun ja, na ja, nun gut
3. (lottery): nun ja, na ja
4. (colleague): nun ja

@ 3: Ich kann mich Deiner Meinung ueberhaupt nicht anschliessen. Hier geht es nicht um Lueckenfueller, sondern um Woerter, mit denen man Emotionen oder seine Einstellung zu einem bestimten Sachverhalt ausdruecken kann.

Sorry, "bestimMten".

@#3: In hm's examples, "Oh well" is not just a gap filler. It is laden with emotion. The sentences do not read (or sound) the same without "Oh well". I agree, though, that, like you know, when we,um, like put in like a bunch of words that are like, you know, extraneous, it like just really impedes the flow of the sentence, you know?

re #4: Oh, thank you.

But ...

Now I'm more confused than ever. I never was very sure about 'nun' vs. 'na' anyway, and now I have to think about 'gut' vs. 'ja'? And are there different intonations?

Maybe this is just one of those things that you can't really learn except by living there.

Here is a first attempt at a little theory, but I am not sure if these expressions fit into a simple scheme. Maybe others can contribute some more ideas.

1. All four combinations exist: "nun ja", "nun gut", "na ja", "na gut".
2. The difference is small. Intonation matters much more.
3. "Nun" is slightly more distanced than "na". In a way, it sums up the current situation and provides a little break for reflection. (Whatever "reflection" exactly means in such a context.)
4. "Gut" tends to be preferred over "ja" when the speaker tries to see a positive aspect of the situation or has a plan B. "Gut" can be used ironically, though.

I have to admit I have not checked my translation in #4 against the background of this scheme yet. ;-) It is just an attempt.

5. In constrast to "nun", "na" tends to refer to an emotion in which the current unpleasant situation is being "discarded" or "ticked off the list" more easily. (As I said above in 3., "nun" often implies some little break for reflection, which means the unpleasant situation is kept in mind for a slightly longer time.)

Thanks at least for taking a shot at it. I'll have to pay attention and see if I see examples of all of these in use.

re your point 4): In that case, 'Well, okay' might work for 'gut.'

Going back to your post #1 (widerwillig, Stoßseufzer): To me 'Very well' sounds extremely formal; not wrong, but that's exactly where I'd say 'Oh well.' Or with more annoyance (more like 'Na toll,' 'Na super'?) also 'Well, fine,' 'Well, terrific,' 'Well, peachy,' ...

Vielleicht ist liegt es an regionalen Unterschieden, aber "nun gut" ist nicht in meinem aktiven (mündlichen) Wortschatz (nur in der Schriftsprache), darum würde ich für "oh well" in den Beispielen unten eher so sagen:

Groceries: Na ja/Na egal, wir haben ja noch Dosensuppe.
Proposal: Na ja, wir haben's jedenfalls versucht.
Lotto: Tja, so ist das Leben.
Colleague: Tja, dann brauchen wir es wohl gar nicht erst zu versuchen.

firefly, thank you very much, that's actually more reassuring, because all those sound more familiar to me too. (Except that for some reason it hardly ever occurs to me to try 'Tja' myself.)

However, since I don't know whether you and Londoner are from the north or the south, I'm not sure I will know where to try, or avoid, 'Nun/na gut.'

Ich kann nur für Teile von Nordrhein-Westfalen, Niedersachsen und Baden-Württemberg sprechen ;-)