Where exactly is he itching/scratching? Paws, head, bum? Both my pups, when I got them would scratch themselves incessantly if I let them - I found that it was either out of boredom, stress, or just because they could. They both stopped after about 2 weeks or so in my house. I've read some articles that address this, though I can't for the life of me find them. I seriously doubt that your puppy would have developed allergies after only a day on the food - most allergies take at least a week or so (actually much longer, but I've heard of a week so I'm throwing that out there) to show up. It really depends on what he's scratching and when he's doing it. Make sure to give him something else to do when he's scratching and distract him from doing it. If you want to stop feeding him the NB, that's totally okay, I'm just saying that I'm not convinced it would be from allergies, but that's just my opinion.
For great treats that you can have in your own home, SMALL pieces of cheese work wonders. As does some turkey deli meat (make sure to give very tiny pieces and watch you pup for any diarrhea as SOME have sensitive tummies when on turkey - my dogs have always been fine on it). And the best treat is to go out buy a value pack of skinless, boneless chicken breasts and boil them with a bit (not too much) of garlic powder (not garlic salt - powder). Put them in plastic baggies, put one in the fridge and freeze the rest. Give out small pieces at a time (every treat should be small!). It's healthy, made at home, and easy to make - plus they think it tastes delicious!
If you want to invest in a a dehydrator (I did!), you can also make jerky out of all types of meat and dehydrate sweet potatoes, etc. I'm only saying all this because I've found that homemade treats not only last longer, are money saving and healthier, I also don't have to worry about what my dogs are eating outside of their regular kibble.
Good luck and keep us posted!