I just went through this with Support. The short answer is yes, if filing instructions for NM have "What You Need to Sign and Mail". If it states you need to mail PIT-8453 then do so and make sure to include any other required forms, e.g. "Copy of out of state return". In our case, TurboTax generated a copy of California Non-resident return (540NR) for mailing to Santa Fe.
