All of the above advice is sound, however, I used Edit -> Surface -> Boundary to untrim the sheets back to their original size. I then needed to extend 1 edge of each surface outside of the sphere, so I used Enlarge to extend the edges that weren't fully outside of the sphere (same edges you extended in CATIA). Once that was done, I was able to Sew the surfaces into a single sheet body with a Sew tolerance of 0.01mm followed by Trim Body.
I did notice that the 4 surfaces are not tangent to each other along the shortest of the 4 adjacent edges - you might be able to use Change Edge to get these to shape up a bit, but you may have to either rebuild them and make them tangent, or use heal, or use Match Edge (if you have the license for Shape Studio).
Tim Flater
NX Designer
NX 8.0.3.4
Win7 Pro x64 SP1
Intel Xeon 2.53 GHz 6GB RAM
NVIDIA Quadro 4000 2GB