I think most intelligent readers would be able to seperate the individual from the group. Having one sympathetic Nazi character would not take away from the overall horrors the party participated in. I'm sure not every Nazi was particularly enamoured with the direction they took as a whole.
Watch Paul Veerhoven's Black Book. Its about a Dutch Jewish woman who infiltrates the Gestapo headquarters to get revenge for what the Nazis did to her family, but along the way she ends up having a relationship with one of the officers. Its really good, but didn't make me come away thinking "bloody hell, that Veerhoven thinks the Nazis were wonderful"!
Even in The Boy In The Striped Pyjamas, you view the father as a father figure first, because thats how the boy sees him. Its only later that you start really thinking about what he does for a living. 
Thank you
I will take a look.