I remember at the moment this user that have successfully updated from 0028 to 0039, see here
Intel however suggested to do first the update to 0036 and then from 0036 to 0039...
I hope it can help you
My first NUC got WHEA and was replaced by the store.
I started working on the second unit 19 feb and updated from bios 28 to 33 the same day.
The 4 mar from 33 to 36 and 20 mar to 39.
Today config (the same hw and sw I had on the first NUC):
Intel NUC NUC6i5SYH 2,5" i5-6260U
Date of Manufacture 07JAN2016
BIOS version SYSKLi35.86A.0039.2016.0316.1747
Samsung 850 EVO series SSD 250GB M.2
Crucial SSD BX200 480GB
Corsair Value Select 16GB (2x8GB) 2133MHz
Windows 10 Home Swedish USB
O/S Microsoft Windows 10 (build 10586), 64-bit
Corsair Gaming K65 RGB
Corsair Katar Optical Gaming Mouse
Samsung 28" UHD U28D590D
3840*2160 60 Hz, Mini DisplayPort to DisplayPort
Graphics Driver Version 126.96.36.19904
After my experience with the first NUC I still don't feel relaxed and monitor my NUC constantly.
I really hope Intel will solve this so I can relax and enjoy this machine like any other piece I've had since my first Epson HX20 I bought in the 80s.
This message was posted on behalf of Intel Corporation
Hi NUCTX and Intel community,
I am glad you were able to update the BIOS of the NUC.
It is recommended to update the BIOS using F7 or recovery option if you are using BIOS version 0033.
BIOS Update Instructions for Intel® NUC