Thanks @s1ddok - I actually just did that earlier as my "work around".
I set up my function to download an image using NSURLSessionDataTask.
Once done, I save a reference name and the NSData to a subclassed NSObject file, and save that object into an array.
To load the image, I loop through the array until I find the reference string.
When I find it, I set up a UIImage (NSImage if targeting Mac) using the NSData and then use that to do this:
// Set the sprite based on the data
WebSprite = [CCSprite spriteWithCGImage:Image.CGImage key:PassedFileName];
(Image is the UIImage name)
I return the sprite if it found an image or return nil if nothing.
Finally, on the scene if the method returns a "nil sprite" I condition the sprite to use a placeholder or "default" image.