May be I am missing something here, but if you have edited files normally in CNX-D, the adjustments have been saved in the .nksc files in the NKSC_PARAM sub-folder. So I do not understand the problem with the .NDX files. Those would normally only be written to save very specific settings, before to applying them to new files. (I.E. it is a format to transfer settings.) No need to save an .NDX file for every .nef file.
(Edited in parallell with last post, but still confused. It is a misconception to treat the ,nksc files as temporary files - they are the edits.)