I don’t know, the NURBs tools seem a bit limited. I guess you’re talking about sealing off the ends, right? You could make your wings with a NURBs Tube and squashing it then joining a NURBs surface on the end.
I wouldn’t recommend using NURBs with Blender, it has far more tools (including the very handy undo function) for meshes. By using mesh with subds, you will get much more flexibility with your surfaces and it will be just as smooth as NURBs.
When I started animating, I loved when I came across NURBs because they made it so easy to make smooth organic models but when I got the hang of meshes/subds, I left NURBs well alone.