Building on Kuba's solution
Here is code for a shortcut
escnatsesc
CurrentValue[$FrontEnd, {InputAliases, "nats"}] = StyleBox["\[DoubleStruckCapitalN]", FontFamily -> "Times"];
Here is code for a shortcut
escnatsesc
CurrentValue[$FrontEnd, {InputAliases, "nats"}] = StyleBox["\[DoubleStruckCapitalN]", FontFamily -> "Times"];