I recently installed something onto a NUC for a project, make sure the UEFI setting is selected and secure boot enabled and then saved on exit, mine didn't the first couple of times. Once that was sorted my OS booted. You won't see a Windows or Linux option in the BIOS until an OS has been installed, UEFI keeps this in a list of OS's that you have previously installed.
I have also recently installed the generic x86-64 HA onto an old Dell server, used Balena Etcher to flash the image onto an HDD, booted and installed no problems. The only issue I had was Balena didn't like the verify process so I skipped that.