Chyantu - you shouldn't be worried too much. One of my friend had exact same situation, but his wife got the visa later. About tax return docs, I am pretty sure there are some sajhaits who will suggest you. What I've understood is, after 365 days of your arrival in the US, you can file the regular 1040. You don't have to file NR as you're considered as resident. Even if you did not, just send what you have for the last 2/3 years. I don't think they will deny your wife's visa just because you didn't file NR. They are more interested to check your employer's paper. Best thing to do is, consult an Indian or a Nepali lawyer for peace of mind.    

Good luck and don't worry.