And when Sauron was destroyed, so was that 'parasite program'! See! Now the Nazgul can do whatever they want! That just proves my point!
And one can also put up the argument that Sauron was not
really destroyed, but merely 'reduced to impotence' as a 'spirit of malice'. So from this argument, he could still control the Nazgul in the fashion mentioned above, and say, command them to take shape again to do his will.