Build an FA that accepts only the words baa, ab, and abb and no other strings longer or shorter
The question is not clear as formed: if you want an NFA which is not a DFA and matches the language then you could take your DFA and add a new unreachable state with an $\epsilon$-transition to itself, or add other $\epsilon$-transition self-loops or many other things that will not change the language.
If the aim is to use non-determinism to reduce the size of the automaton, then you can omit the garbage state (so that the word would just &quot;fall out of&quot; the NFA at that point). Given that you have already optimised the paths for $ab,abb$ (based on their shared prefix) and $baa$ has no shared prefix or suffix with the other words, it looks like this is the only possible optimisation to be made.