Hi aer73,
I am not aware of any automatic (one shot) NX utility doing this ...but yes you can explore two options.
(1) RAPID SURFACING: this is by means the fastest method of creating surfaces on facet data.Take a look into it if you need fast results.
(2) Normal methods: (a) Take sections/refine these with your own smooth curves and create surfaces (b) Create a four sided patch and then use FIT SURFACE to do the rest.At least you can create the primary surfaces using this and then transitions can be created using blends or mesh surfaces.
Best Regards
Kapil Sharma