Not being able to find a boot disk caused me a lot of hair-pulling, as apparently it has for others:
I just got my NUC10i7FNH configured and my problem was getting it to see my 2.5" SSD as a boot option. After doing all the other things per the installation guide (Legacy Boot, etc.), the trick that eventually allowed me to proceed was turning off Secure Boot in the Boot section of the BIOS, which on the 10th Gen. NUC is (at least on mine) the Aptio-V BIOS. Other issues were typical hassles that were minor and easier to figure out. For example, I checked the box to boot to USB, but unchecked it after it successfully loaded the image on the SSD. And I’m not sure if it prefers or can use Fast Boot, but left that unchecked.
Agree that the instructions could be a lot clearer. It seems there needs to be a lot of “reading between the lines” as well figuring out BIOS variations. There’s a link to an Intel page for switching to Legacy mode, but I didn’t find anything that instructs to disable Secure Boot. I don’t believe, also, that I needed to change the Secondary Power Settings as described in the link.
I hope this helps.