So, i don't fully understand the details about the mnemonic generation on the device, but it must somehow interact with my computer to collect any kind of entropy for the mnemonic words.
The Ledger Nano S does not communicate with your computer or retrieve any data from it during the setup phase, which includes seed generation. The secure element on the Ledger (an url=http://www.st.com/en/secure-mcus/st31h320.html]STMicroelectronics ST31H320[/url] chip) has its own AIS-31 Class PTG.2 compliant true random number generator (you can look up what the spec for that is). This TRNG has its own entropy source(s) and does not need anything from your computer except power. You should be able to just connect your Ledger Nano S to your computer using a power-only USB cable and it will still work.