If you're already backing up your originals and the catalog, you are done. The edits and other changes you make are stored there; you don't need to write these changes to either DNG files or to XMP "sidecar" files. You can if you like as extra insurance, but I don't think that's necessary. (And it's faster to not do it.)

I would suggest, fairly frequently, making high-resolution top quality exports of your "keepers", and backing those up independently. Top quality JPEG will do fine in most cases, although if you have a lot of super-fine detail or very delicate tones, you could use TIFF. If backing up your NEF files is like keeping your negatives, this is like making sure you've got a nice print too.

It's pretty unlikely that you'd stop being able to run Lightroom, but let's say it's 20 years in the future and technology has gone in a weird direction. I have papers I wrote in school in Lotus Ami Pro format -- that was a big company and it seemed pretty safe. Turns out, nope, it's gone. I could use some sort of complicated emulation of an archaic environment, but it'd be a lot of trouble. If they were precious, I'd consider doing that, and you might someday want to do that for your lightroom edits -- but if you have high-quality exports, you won't have to resort to that.

I think it's also good discipline to get in the habit of saying "Okay, this is done" and putting a finished label on it. Of course you can always go back, but there's virtue in at least saying "this is how I envisioned this in 2013", and having a good copy of that.