Thanks for joining the NUC community.
I will test BIOS 0039 and will come back with my findings.
Thanks for your patience.
Edit: I have been able to update to the latest version 0039 but I did not experience hang issues. My demo is working properly in BIOS.
I recommend testing BIOS recovery to an earlier version 0038
File name: FY0038.BIO
Sorry for the delay in replying, I have only just seen this in my inbox. The issue I am having is in BIOS 0039 when I tab over to the advanced menu and use the down arrow to cycle through the dropdown menu items, then press ESC, it hangs the NUC every single time. Sorry if you have already tried this and it worked fine, I just wanted to make sure you understood what I am experiencing exactly in case you didn't quite test it like that for example.
I did exactly what you have mentioned; the NUC on my end is working properly, if you keep experiencing same issue even after downgrading BIOS version, my recommendation still is to contact Intel Customer Support for warranty replacement of your NUC. You can use our Web Ticketing system to do that.