Hi all!
No, there is no Nikki Leotardo in the credits.
It's an internet spoof which someone developed after the first airing of the last episode. It's one big nonsense.
The guy playing the MOG had his fist appearance ever in these last and most discussed moments of the show as well as all the other people who came through the door of Holstens each of them symbolizing possible threats to Tony.
To summarize again Phil never had a nephew called Nikki.
