You will need to keep the nodes that are listed in the NiSkinInstance of the Nitrishapes that you are using for each seperated Nif (ie look under the Nitrishape and go to the NiSkinInstance expand it and look at which Nodes that piece is skinned to and keep those and delete any that are not used by those pieces.)
NOTE : Easiest way is to first delete the NiTrishapes of the parts you do not want and then go to the top under Spells - Optimize - Remove Bogus Nodes (this will remove all of the unneeded Nodes from the Nif and leave the ones that are being used !! )