If you use GELF to send the logs from nxlog to graylog then you wont need to parse the message, the fields will be automatically created. Send logs to Graylog :: NXLog Documentation
<Extension _gelf>
Module xm_gelf
</Extension>
<Output out>
Module om_udp
Host 192.168.1.100
Port 13254
OutputType GELF_UDP ( or just GELF should work )
Exec to_syslog_bsd();
</Output>
I used the following method and did not receive a message in message.
However, by adding an output to the log file and using Wireshark, I can confirm that the NXLOG message should have been sent out.