After 3 hours of research, got a clean & working solution:
Change the config.make like this:
PROJECT_LDFLAGS=-Wl,-rpath=./libs,/usr/lib/libOpenNI.so
PROJECT_CFLAGS = -I /usr/include/ni -I $(OF_ROOT)/addons/ofxOpenNI/src
works with OpenNI & Nite 1.5, not tested with OpenNI 2.