Hi Dex, for your case it looks like you want something like this:

2D profile:



Extruded:



The extrusion will contribute the "side walls" to the end result.

Then for the front and back surfaces, you want to construct a simplified surface that extends out across the entire shape, here done with some profiles:



Then Loft with "Loft style = Straight":



Use boolean difference to cut the extruded shape up:



Discard these excess outer pieces:



Now you will have a solid result that combines the side walls from the extrusion and the front/back shaping from the cutting objects:



So the kind of key element is to not try to "fill in" surfaces to an irregular boundary. For the NURBS modeling technique you want to have simple relaxed surfaces that extend all the way across a shape and then use booleans to impose a more complex boundary on them rather than trying to construct a surface directly to a complex boundary.

Also see here for some tips for people coming from a poly modeling background:
https://moi3d.com/forum/index.php?webtag=MOI&msg=4865.2

- Michael