Sure! First of all, I would suggest calling NVC to get specific advice for your case, to be on the safe side. But I'll tell you what we did for the second embassy change, when my husband was returning to his country of birth (Colombia).
We sent an e-mail to nvcinquiry (now asknvc I think) and explained that we needed to change the embassy process back to Colombia. I very briefly stated that his work contract was ending in Argentina and had we known the NVC stage would last so long, we would not have changed to Argentina in the first place. I attached a copy of his work contract and an e-mail from his boss saying that it was ending early (it did). The contract was in English, but the e-mail was in Spanish so I included a translation and a signed certification of the translation, just in case. I also included the plane ticket itinerary his agency gave him for his flight back to Colombia. I did not include evidence of his Colombian citizenship, because we were far enough along in the process that I knew they knew he was Colombian. Plus, we started out with the Bogotá embassy.
This evidence was considered sufficient and the change was approved. Don't expect an e-mail telling you it's approved, though. You have to log on and look. However, they will e-mail you back once they get to your e-mail and tell you that your request is under review. There are more details about both changes in my signature. I will add that I was told on the phone that it needs to be done before reaching case complete. It takes a while, so depending on where you are in your case you might mention on the phone any concerns you have about that. Oh yeah, once it's approved you get a new case number, but can still log in with the old one so don't worry about being locked out or anything like that.
Good luck! This is one area where NVC is pretty reasonable, at least in my experience, so don't worry too much.
