I have looked through all my standard algebraic geometry texts and tried many tricks using Zariski's main theorem and Noether normalization, but remain stuck by the following:
Let $\pi:X\to S$ be a morphism of finite type between integral, Noetherian schemes and let $x$ be a point of $X$. Does there exist an open neighbourhood of $X$ which admits a finite, surjective morphism onto a smooth $S$-scheme?
In this generality I think that the answer is 'no', though I do not have a counterexample. What if we impose additional assumptions such as $\pi$ being flat or proper (or even projective)?
A related question, an affirmative answer to which would imply the same for the previous question in the projective case, is the following: if $X$ is a projective scheme over a local ring $A$, then does $X$ admit a finite surjection to $\mathbb{P}_A^d$ for some $d\ge 1$?
(I am imagining that $A=\mathbb{Z}_p$, so please do not assume that the residue field of $A$ is infinite!)
Thank you!
Update
With Brian's help (thank you), the interesting remaining problem is the following: does every projective variety $V$ over a finite field $k$ admit a finite surjective morphism to $\mathbb{P}_k^d$ for some $d$? I have a gnawing suspicion that the answer is 'no'.
It is useful to remember Noether normalisation in this case: if $I$ is a non-zero ideal of $k[X_1,\dots,X_n]$, then one can find a finite morphism $k[Y_1,\dots,Y_{n-1}]\to k[X_1,\dots,X_n]/I$ by sending $Y_i$ to $X_i-X_n^e$ for some big enough $e\ge 1$. Unfortunately, projectivising this construction produces a morphism $\mathbb{P}_k^n\setminus C\to\mathbb{P}_k^{n-1}$ where $C$ is quite a large closed subscheme of $\mathbb{P}_k^n$ (unless I have made a mistake); so if $V$ is our variety inside $\mathbb{P}_k^n$, then it is difficult to ensure that $V$ doesn't meet $C$. Therefore we can't successively project down to smaller dimensional spaces. (In contrast with the case when $k$ is infinite, for then we use changes of variables looking like $Y_i=X_i-\alpha_iX_n$ and the resulting morphism between projective spaces is defined everywhere except for one point, which we can assume doesn't lie on $V$).