I'm able to convert my existing height-map into a normal map by sampling the surrounding pixels, like in this question Generating a normal map from a height map? except I'm doing it on CPU.
I have a sphere that I want to normal map in object-space. How to I apply the above normal-map to the normals on my sphere vertices?
Normal maps do not modify vertex normals. They are used for details smaller than vertices.
In your fragment shader, look up the normal at the fragment's texture coordinates and modify the fragment's normal with it.