Ok, here are some irritating bugs for those who have asked. Maybe it will save some time for someone.
I found that I could n2d a small test program if I nb'd it and it created a program.elf file. So n2d test.elf works.
But, when you build a program using the sample Makefile it creates an obj/ dir and puts most of the output in there, but the .elf file is actually named .out. n2d will not work with this file, so I coppied obj/program.out to ./program.elf.
Now n2d program.elf exits immediately with "can't create /tmp/prog_setup.gdb - permission denied". So chmod -R /tmp and still no joy. (same error)
Turns out the .elf file needs to be in the obj/ directory so the magic incantation is to create a obj/program.elf now...
n2d obj/program.elf works! (note that nd obj/program.out used to work with NiosI)
You can search and replace all .out with .elf in the Makefile to make it go easier.
Ken