NVMe SSDs fit in here, they have the M.2 key. However, I wouldn't necessarily recommend this model because of the rather old CPU.
These SSDs would be recommended, but from 1 TB (smaller sizes cost too much and are slower than the 1TB variants):
Seagate FireCuda 530, Solidgm P44 Pro, WD Black SN770 or WD Black SN850X.
This Intel NUC has an Intel 12th Gen CPU, which is much faster, so I would recommend paying the extra price for it, because the CPU Core i5-1240P is about 3 x faster than the outdated Intel Core i5-10210U CPU, also the graphics in the i5-1240P is massively better.
Intel NUC 12 Pro Mini - NUC12WSKi5 (Intel Core i5-1240P)