There are commands within NX that are supposed to assist with reverse engineering - Rapid Surfacing being the primary one. I believe it requires a Shape Studio license. Take a look at the NX documentation under Home -> CAD -> Shape Studio -> Reverse Engineering to get an idea of the process involved in doing a task such as this. It also outlines some analysis tools to assist you in making more accurate calls on blending.
To me, it reads like this is going to take some time and patience as well as a talent for visualizing clean surface breaks. You should be able to develop some slab surfaces and then extend them out. I would expect 3-4 iterations of a slab to get it fairly close to the scan data, but then again I'm fairly picky. It will just depend on how many areas are planar versus curved - hard for me to judge by the image.
Do you have any 2D drawing data to support this scan data? If so, and you can align the 2D data to the proper scan locations, you can overlay the 2D onto the scan and start building your own surfaces using dimensions from the drawing to recreate a model that will be much cleaner and more than likely easier to manipulate.
Tim Flater
NX Designer
NX 9.0.2.5 Win7 Pro x64 SP1
Intel Xeon 2.53 GHz 6GB RAM
NVIDIA Quadro 4000 2GB