Chris - Nintex does have specific actions for Dynamics CRM. When you buy Nintex it comes with some "legacy" actions for Dynamics CRM 4.0 (onpremise). However in the Live Catalog, you can download newer actions that work with the current version of CRM. I have only tested them with Dynamics CRM ONLINE, but I think they work with the onpremise edition of CRM as well (not sure exactly what versions are supported).
I have tested these actions from both Nintex 2013 and Nintex WF for Office 365 (NW4O365). There are some rough edges to these actions, and Nintex just fixed a bug I found that affected only when using NW4O365. I am still working through some issues with the on-premise edition. But it now works well from NW4O365.
Note that the newer Dynamics CRM actions in the Live Catalog are available as a 30 day trial, but then you need to purchase them, so you'll need to check with your Nintex Account Manager for that. Please let me know if you get a chance to try these out.