Yeah, you cannot use the ROCK web interface to configure the BIOS. You need a TV/monitor and keyboard for that. If you want a preconfigured BIOS, several NUC7s running ROCK are available in the Sales and Trades section. I have one listed:
The NUC7 generation is on the ROCK officially supported list. And if you do need to connect to a TV to tweak the BIOS later, that works on the NUC7s.