Bernd,
When are you generating the NMI? Unless you are causing an NMI really early before BIOS has a chance to initialize its state what you did below below in .cfg file with respect to nmiHook is correct and it should have called your function myNmiHookFxn.
var Exception = xdc.useModule('ti.sysbios.family.c64p.Exception');
Exception.nmiHook = '&myNmiHookFxn';
Also you do understand that there is no returning from NMI or Exceptions so you should ask yourself why you are trying to generate an NMI or exception. These are considered fatal so the best you can do is clean up and start the program over.
Judah