Nu should only require Foundation. Currently it contains a few hacks and extensions to Cocoa, but these add little value and add an extra dependency for embedded applications.
Are they worth splitting into a separate project?
Yes, I think that's a good idea. The most annoying one is mostly cosmetic -- the NSView class generates a warning if you retain an alloc-ed NSView before it has been init-ed. You would never do that in Objective-C but Nu's memory management requires it. MacRuby would too if it wasn't garbage-collected. (RubyCocoa also did). The warning is benign but scares people, so I hacked it out. But I'm sure if we looked there would be a few other Cocoa dependencies in the Nu source.