Hi Geoff, all sorted now! I purchased the following:
Corsair MP510, Force Series, 240GB M.2 NVMe PCIe x4 Gen3 SSD and a FIDECO M.2 NVME External SSD Enclosure:
The enclosure has a USB-C socket and comes with two USB cables, one terminated in a USB-C connector and one terminated in a USB-A connector. Using the latter cable, I formatted it into NTFS format on my iMac, and then used the other USB-C cable to plug it into the Thunderbolt 3 port on my Intel NUC.
The drive was recognised by the ROCK server with no issues:
I’ve set the default backup schedule and did do one manual backup just to see if it worked, and all was fine.
Appreciate your advice!