This message was posted on behalf of Intel Corporation
Alfk: Thank you very much for joining the Intel® NUC communities.
In regard to your question, between these 2 options, the first one will be the best choice. Since the Intel® Optane memory stores the information that is used more frequently, like in this case a game, and unlike to the DDR4 memory, it is not volatile meaning that the information does not get erased even if the NUC gets turned off.
Remember that in order to use the Intel® Optane memory, the NUC needs to have a 7th generation processor, you need to use Windows® 10 and if you are going to use a SATA drive it needs to be connected to the SATA ports that belong to the Intel® chipset. On the link below you will find additional details:
Any further questions, please let me know.