A GNX is a bit different than a GN, so there are parts you'd have to fab up for that to make it accurate. It would be a cool thing to pull off. Obvious stuff would be the turbo heat shield with 'GNX' cut into it, GTA 'mesh' wheels, and the torque arm/modified differential cover are all part of the package.
There are other, more-subtle things you could add, but those, at least, would have someone going "Oh, cool!!! A GNX!!"
Interesting that GM used that same tag line to introduce the 94 Impala SS!!