This board has a m.2 slot that can be used in conjunction with something like this. Power is the real PITA here. Someone inclined could probably use a tiny but expensive DC-DC PSU to make a nice small enclosure and power the main board and GPU.
I saw your comment about that adapter and found this rather quickly.
Not expensive and seeming available, just in case anyone was trying to replicate this!
Never heard of such a thing. There are m.2 adapters that let you turn your m.2 into pcie https://www.amazon.com/M-2-NGFF-PCI-Express-Adapter/dp/B01I2WVFLU
Thanks, I totally forgot about the Intel SSD 750's However there is a solution even for those!
https://www.amazon.com/M-2-NGFF-PCI-Express-Adapter/dp/B01I2WVFLU