However, hero turned to villain as Nicolson saw himself red-carded after a foul on Annan's Aaron Muirhead led to him seeing a second yellow card.
Annan pressed hard for an equaliser, but despite having a man advantage they couldn't find a way past Elgin.
Annan Athletic: Summersgill, Muirhead, Neilson, Aitken, MacBeth, Steven Sloan (Lewis Sloan 60), Steele, Gilfillan, Halsman (Jack 35), Walker (Felvus 71), Cox. Subs Not Used: Jamieson, Jardine.
Booked: Aitken, Gilfillan.
Elgin: Bain, Dempsie, Kaczan, Duff, Edwards (Barry Wilson 72), Cameron, O'Donoghue, Jake Inglis, Millar (Gunn 68), Frizzel (Crooks 56), Nicolson. Subs Not Used: Steven Dunn, MacLeod.
Sent Off: Nicolson (55).
Booked: Nicolson, Duff, Bain, Kaczan.
Goals: Nicolson 9.
Att: 505
Ref: E Anderson (Scotland).
Source: BBC Sport
Source: BBC Sport