Just to understand your problem: You have to servers and one is creating the rrd files? Do you mean that you update them, from this host? Why do you need to share them between to hosts? If you want to get rid of the SPOF can't you just dulicate your rrd creating means to the two servers?
However you could do it like you suggested:
Code:
local:
/dir1/eth0.rrd
/dir1/processes/proc1.rrd
/dir2/anything/my.rrd
NFS: mount
/mnt/dir1
/mnt/dir2
/local/dir1/eth0.rrd -> /mnt/dir1/eth0.rrd
...etc.
On the host with the NFS mount you can create a new folder /local and the directory structure as on the server.