Watmore's sumptuous eighth-minute opener - courtesy of excellent work down the left wing from Marc Bola - and McNair's thumped finish to cap some clever passing in the Blades box seven minutes before the break delivered just a third win of the season for Warnock's men.
Slavisa Jokanovic could not steer United to an eighth game unbeaten in all competitions, with the quest for a first goal on Teesside since 2007 extended while a Blades win here has now eluded the Sheffield club since October 1997.
Former United boss Warnock made two changes to his Boro team following the 1-0 defeat at Reading, with Sol Bamba and Watmore replacing Isaiah Jones and Martin Payero.
Irish wing-back Enda Stevens started his first league game since undergoing double hernia surgery as he took over from Rhys Norrington-Davies in the Blades XI.
United hit the target inside five minutes as on-loan Wolves midfielder Morgan Gibbs-White set up Iliman Ndiaye for a low effort from the D that Joe Lumley stooped to parry.
It was Boro who struck first though, Watmore controlling Bola's fine ball in from the left and lifting it over Robin Olsen with his second touch.
With the Blades rattled, Boro came knocking again immediately as, following a foul by Stevens, Marcus Tavernier curled a free-kick just past the top corner.
The end-to-end action continued throughout the first half, with one flowing sequence of quick Blades passes allowing captain Billy Sharp in for a 23rd-minute chance that he should have done more with.
Blades breakthrough star Ndiaye, 21, should then have squared to Ben Osborn for a certain tap-in when streaking to the byline but instead he clattered a post as former Nottingham Forest man Osborn raged in the six-yard box.
United paid for the missed opportunity. In the 37th minute, thanks to another Bola cross from the left, Andraz Sporar's cheeky backheel and a calm lay-off from Matt Crooks, McNair had a free hit from 20 yards and capitalised to fire the hosts ahead.
The visitors shook things up for the restart as David McGoldrick came in to offer Sharp more support. Gibbs-White was first to benefit from the switch as a gap yawned open for him, yet his attempt was nowhere near the mark.
After the hour, Slovenia's Sporar sent Swedish stopper Olsen sprawling with a powerful strike from the left as Boro looked to kill the tie and cement a top-half spot.
Sporar was lucky to avoid a red card for putting his forehead in George Baldock's face after the hour, and the simmering Sporting Lisbon loanee was substituted for his own good after being booked by referee James Linington.
McGoldrick looked the most likely candidate to spark an unlikely United comeback - first he stretched Lumley with a volley aimed at the top corner, next he watched Bamba block another accurate drive, but Boro held on.