Maybe have a bash at building one yourself? There are some excellent two part nesting dinghy plans available, and it is not difficult really (I have built a couple, and I am more of a 'bodge it & bash it' type of dinghy builder).
If you really would prefer to have a fibreglass dinghy, you could lay up flat sheets in fibreglass, and then cut out the panels in the same way as if you were building in plywood. I am currently building an 11' (should stow in 6') GRP nesting dinghy in this fashion (although I started it 4 years ago... must finish it this summer! /forums/images/graemlins/smile.gif ).
If you are still looking, we have been working on various prototype nesting boats for a while and are now in production with an 8'8" sectional pram dinghy that nests in a space measuring 5x4'1". The first ones will be cold moulded mahogany, sheathed externally in glass/epoxy, but we will also have a grp hull version soon. See www.nestawayboats.com