No worries, glad it helped!
I’ll write up the extra steps properly when I get a moment, in case others search for it. But really, the Roon team could do with just updating the NUC/ROCK install guide.
Essentially the ROCK install guide is correct once you get to the point you can boot from the ROCK USB drive, but you have to go into BIOS first by pressing F2 on first startup and enable ‘boot from USB drive first’ before this will work. Once that’s set, reboot and go into BIOS again following the ROCK install instructions for BIOS settings. After that you should be able to install ROCK. Don’t forget to un-check ‘boot from USB drive first’ once you don’t need that any more so the NUC boots from the m.2 drive from then on.