There’s one setting I didn’t find here or in the Roon ROCK setup or BIOS instructions. To get rid of the “no bootable device detected” message and show the Roon installation USB drive, I needed to disable Secure Boot in the NUC’s BIOS. I found the solution on an Intel NUC forum. Along with setting the BIOS (temporarily) to boot from USB first, this did the trick. (After Roon installation, don’t forget to uncheck “boot from USB first” before optionally adding USB storage, or you won’t boot.)
Your mileage my vary. My NUC 10 had Secure Boot as a feature and it was enabled by default. Earlier NUCs may not have this feature.
Like so many other posters have said, Roon needs to update its ROCK setup instructions. I’m using the precise NUC 10, RAM, and SSD from its current recommendations, and I still had to troubleshoot for hours what should’ve been a 10-minute setup.