I couldn't find a way to do this using the built in NUnit runner. I managed to get it working by using a powershell build step to manually call the required commands.
First step is to run the NUnit tests via Gallio within a dotCover cover call:
& dotCover cover `
/TargetExecutable="C:\Program Files\Gallio\bin\Gallio.Echo.exe" `
/TargetArguments="/report-type:XML /report-name-format:test-report /runner:IsolatedProcess /report-directory:.\Gallio .\Path\Test.dll" `
/Filters="+:WhatToCover" `
/Output=coverage.snapshot
The Gallio test report is then available to be picked up by Sonar with reuseReport, TeamCity automatically detects the test results.
You can make TeamCity directly process the coverage snapshot by writing a service message to standard output:
Write-Host "##teamcity[importData type='dotNetCoverage' tool='dotcover' path='coverage.snapshot']"
To get the coverage info into a format usable by Sonar you need to use the dotCover report command and the undocumented report type TeamCityXML:
& dotCover report /Source=coverage.snapshot /Output=coverage-report.xml /ReportType=TeamCityXML