Nkosi was often compared with Amakhosi legend Khumalo early in his career, and he reveals he has developed a "strong relationship" with the 46-year-old.
"I looked up to him as a player and he was my idol," Nkosi says.
"After he retired from football and now also being closer to me it means a lot and it is something that is very special because things like that are very rare to happen.
"So I'm learning a lot from him and our relationship is very strong, we are getting along very well.
"We discuss football and he has his own views obviously and advises me. I take a lot of his advice and at the end of the day he is really really helping me a lot.
"Even now he is trying to help me to improve my game."
Meanwhile, Nkosi insists the Glamour Boys gave it their all in a trophyless 2013/14 campaign. Baxter's men won the League and Nedbank Cup the season before.
"I disagree with the view that we didn't give as much effort as we showed in the past because with the same effort we won the League and we won the cup.
"I feel bad that we didn't win anything. Sometimes you have to live with that in football unfortunately," concludes the 32-year-old, who recently penned a two-year contract extension with his club.