using this NUC with Bios 40 i am not able to boot any OS from USB.
I tried openELEC and Ubunto, but the bios don't find any bootable device.
I know there was an old bios version which works, but this version was too buggy to use it.
And by the way, i must update the bios with an usb stick, because the NUC can't do that directly out of his bios.
I recommend you updating the BIOS first to latest version. Here you can get the latest version:
Make sure the Boot to USB option is enabled when trying to use this feature.