What I would do is for the first week buy a one-way LCC ticket from MSP to BUF. Then I would buy weekend trips BUF-MSP-BUF on NW/CO/DL. Keeps it very clean as far as buying tickets ( no nesting involved ). After doing it for 6 months to a year you will need to buy a cheep one-way back to MSP.

There will be no issues with NWA if you do this.