A key agreement problem is considered that has a biometric or physical identifier, a terminal for key enrollment, and a terminal for reconstruction. A nested convolutional code design is proposed that performs vector quantization during enrollment and error control during reconstruction. Physical identifiers with small bit error probability illustrate the gains of the design. One variant of the nested convolutional codes improves on the best known key vs. storage rate ratio but it has high complexity. A second variant with lower complexity performs similar to nested polar codes. The results suggest that the choice of code for key agreement with identifiers depends primarily on the complexity constraint.