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The M.2 SSD is not supported by the Intel® NUC Kit D54250WYKH; this unit supports the mSATA SSD and 2.5" Drive as you can see at the following link:
mSATA SSDs follow the SATA specification, offering a maximum performance of 6Gbit/s and look much like mini-PCI-Express devices, but the two connectors are not inter-compatible. mSATA has been phased out and replaced with the better designed M.2.
The M.2 SSD requires a PCIe interface and this NUC do not have that option, M.2 socket options is PCIe which offers the potential to be faster than SATA but SATA versions of mSATA and M.2 SSDs will have the same performance if they use the same chips.
I hope this information is helpful for you.