The only way that I know to do this is with a third party application that interfaces with NX. There is only one company that I know of that does this and it is quite expensive for their software.
Larry Coyle
Managing Partner
Cylinder Head Engineering, LLC
CNC Porting
De Soto, KS 66018
CMM Inspection is a new application in NX, like Modeling, Drafting, Manufacturing, etc. Beta customers are using it now. For more information, contact your sales person or reseller.
If you're willing to work slightly smarter then as many have done in the past you could probably cobble together something that takes a drilling operation or even an array of points perhaps an then embellishes it with the necessary code to drive a probe. That is to say that if the code for the probe is ascii text as is that for am NC program you ,ay be able to code the string manipulation to suit.