If you can find someone else with an unlocked Nexus S, you can use nandroid backups to do everything on their device and then duplicate efforts to your device, like so:
Let's call your phone Device A and theirs Device B.
Boot into recovery on both devices, then make a nandroid backup of each device, which I will call Nandroid A and Nandroid B, for each phone.
Using some sort of wireless file-transfer application (AirDroid, Samba Server, etc), transfer the nandroid backups to a computer for safekeeping, and then put Nandroid A onto Device B and boot into recovery on Device B. Wipe the cache, dalvik cache, system partition, and data partition, then restore Nandroid A onto Device B. Once the restore is complete, boot Device B normally and perform the OTA update as you would under normal conditions.
Reboot into Recovery on Device B after installing the update, and make a new nandroid backup which I will call Nandroid A2. Then, move files around wirelessly as outlined above and wipe Device A and restore Nandroid A2 to Device A. Finally, wipe Device B and restore Nandroid B to Device B and give it back to your much-indebted-to friend.
Be careful when you wipe before a restore /not/ to wipe the internal storage on the device. The Nexus S doesn't have an SD card slot, otherwise I'd just advise you remove the SD card altogether while restoring... But TWRP has a pretty straightforward checkbox that will help you make sure you aren't wiping your internal storage.
Yes, this method is roundabout and long-winded, and yes, it does require access to hardware that you may not be able to get your hands on. But it will work.