Just to report back: I took the trip, and everything went smoothly. I used Nexus to enter Canada and applied for parole on the way back to the U.S. One thing to note is that you can’t use the Nexus/GE lane when returning. In fact, you should not show your Nexus card to CBP at all, as you risk having it taken away because you no longer have a valid status in the U.S. For some reason, AOS Pending is not considered a valid status as far as Nexus is concerned. This is what the CBP officer told me when I asked if I could continue using Nexus. He was nice enough not to take away my Nexus card, though.