I am not from Intel, but I think the thing about jumper change to enter BIOS setup may have been older motherboards. I have not done it in awhile, but I think for your NUC there is some special way to hold down the power button for some certain number of seconds from the off state - try looking for that in the instructions. I think it is some fairly specific amount - too short and you'll just do normal power on, too long and it won't do the special BIOS setup.
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