Complete your federal return first.

Then prepare a non-resident NY return reporting only the NY based income.

Finally, prepare you PA return showing ALL your income, including the NY income.  Be sure that your PA return includes a Schedule G where you receive a credit for taxes paid on your NY return.  This eliminates PA from taxing income that NY already taxed.

My experience is that, due to NY's higher tax rate, many folks find they do not owe any PA tax, but that depends on how much income other than wages that are required to be reported on the PA return.

Don't send in your W2 unless you get a letter asking for it.  Your PA taxable income will be different from your NY taxable income if you contribute to a 401k plan.