I made 3 midi clips playing all the notes at different velocities (80, 105 and 127).
I used a DAW Software to play the midi clip and record the audio.
This could be done with "Reaper" (cheaper if not free).
Screenshot :
I opened Nord Sample Editor,
click "Add", chose the wav file.
click "Assign" in the "Multi Sample Per File Assign" option at the bottom
click "no loop" and "Apply Loop" in the "Apply on All" options at the bottom
do nothing on this screen, Nord has done everything auto !
Just export the instrument to the NS
and got that ".nsmp file":
Edit: added the midi clips
