A 10th Nazgul?

If a Nazgul were to stab an enemy with a Morgul blade, the victim over time becomes a wraith, albeit weaker & under the command of the Nazgul. Why then did not the Nazgul carry this out on more enemies, e.g. Gollum? Gollum in the wraith form could have accompanied the Nazgul to hunt down the Ring. His instincts & knowledge of Hobbits could have helped them land the Ring much sooner.

Alternatively, Sauron may have ordered the Nazgul to only target the Ring Bearer with the Morgul Knife, since a wraith would not be easy to dispose of once created.