You may use another system, if available, to format or secure erase the drive and try with a different version or kernel. Another option would be connecting the drive externally via USB.
Support for your operating system is available here: http://www.openbsd.org/support.html
Bit of an update, I finally got a mSATA USB dongle so my other PC could inspect the disk.
It turns out that the MBR and/or PBR/further bootloaders that OpenBSD wrote to disk caused the issue and overwriting them with zeros lets the NUC boot once more (but of course blowing away my OpenBSD install).
Are Intel going to fix this issue? Presumably I should be able to have any combination of ones and zeros sitting on my SSD and it shouldn't cause the system to hang like this, there should at least be a message that the SSD is formatted 'incorrectly' no?