I've tried three times, keeps cancelling for running out of gas. I can't change the amount of gas, it's static at 21000. Honestly not sure what to do.
You should be able to use the Ledger Nano S with myetherwallet. It should display the same addresses as the official ledger wallet.
Also, with MEW you can change both the gas price and the gas amount.
This GIF shows how to change the max gas price, but you can see toward the bottom of the GIF that the gas amount is set by default to 21000 and you can change that.