First, remember the overall theme of decline present in Tolkien. the original Nazgul had to possess great personal strength in order to make use of the Nine as Men. Aside from Aragorn, Denethor, Boromir, and Faramir, there are probably no contemporary Men with the necessary innate strength to even be useful as new Nazgul.

Second, if Sauron were to allow the Nine to leave his direct control, he would certainly lose some measure of control over the Nazgul. While this would not be sufficient to allow open rebellion among the Nazgul, almost certainly he could not prevent an attack upon the "apprentice" Nazgul by the original.

Third, presuming such a successful attack and recovery of Rings, could Sauron, without the One, control the Nazgul without posession of the Nine? I'm not familiar with Michael's slaves reference earlier in the thread, so I might be wrong here, but logic would seem to indicate that Sauron would allow the Nazgul to hold the Nine (and be made more powerful) if he could control them.