My trick to use D7000: If you underexpose a shot, you may use Image Overlay (IO) to improve the brightness using the image overlay function on D7000. You may repeat the operation too. The downside is noise (similar to high ISO) effects will appear.
Adjusting the gain will also improve the exposure, you may use NEF processing to adjust the exposure too.
Also, you may also retain the White Balance (WB) setting on an image by using Image Overlay (IO), because NEF processing will disable WB tweak.
I agree with you Robin. This is certainly not a procedure you would use initially. It does work though but is a cumbersome way of lightening up your photo in camera when it's much easier to do in post processing software. Actually it's not the intended purpose of this technique. It's not an image overlay but a method of using the tool on a single photo. For me if I want to brighten up a photo in camera I would use the Quick Retouch option in the Retouch Menu. It's much easier.
Until Alan posted this technique I never used any feature of the Retouch Menu in any of my cameras. So I tried it just to see what he was talking about. You actually don't have to copy the photo or overlay anything. First off you must have a raw file to use this feature. Then you can just increase the brightness of the photo and save it. You get the same photo brighter and the same file name except it's saved as a jpg.
I don't see the advantage of doing this in camera versus post processing it on the computer unless you make prints directly from the camera or memory card.