Hiya,
So I’ve spent over two days trying to get this to work and finally achieved success, but thought I’d share my experience.
Plan A: Use the official NUC image (failed)
This was a very frustrating experience. At time of writing, the installation guide says to write the image to an SD card. I downloaded the NUC image and flashed it to an SD card. However, NUCs do not support bootable SD cards according to Intel (and indeed mine wouldn’t see it as a boot option despite tinkering around in the BIOS for hours). 
So I flashed it to a USB stick instead, but this seems to cause the NUC to freeze on boot. If I press enter at the black screen some terminal output seems to briefly flash and then vanish, and if you press it enough the device reboots. :-(. Then I saw people saying that the NUC image is not bootable from USB and suggesting I physically remove the SSD from the NUC and flash it directly. Didn’t want to do that, but I found a forum post recommending using a linux live USB and dd to write the image directly to the SSD. I did this (having shrunk the windows partition to make room), but the machine refused to boot on the new partition. Rebooting on the Windows partition, Windows appears to be toast - boots into recovery tools but all attempts to recover fail. 
(no ill feelings here, I chose to take that risk).
Plan B: Run as ‘supervised’ on a generic linux host (failed)
Many people say on the forums to install “home assistant supervised” in a docker container on a generic linux host. But these point to a section of the install guide that no longer exists, and there seems to be a long and painful thread about a desire from Nabu Casa to deprecate this method.
Honestly, from my relatively naive viewpoint this approach seems unwise anyway, and it seems very ambitious of HA to try and support it. In any case, this failed pretty quickly because Ubuntu refused to install on my NUC due to some Intel drive acceleration thing that I would have had to disable and I was not feeling especially good about this approach anyway, so I gave up pretty quickly and moved on to…
Plan C: VirtualBox VM on windows (success!)
After a few false starts I managed to get a bootable windows install USB to boot (trick was to use FAT32 instead of ExFAT in my case it seems) and reinstated Windows. Then I installed virtualbox and the extension pack, and followed these instructions to create a VM to run HA in.
The key thing to realise here was that when the VM boots, there is no “Home Assistant has started, please browse to https://a.b.c.d:8123” line emitted to the output, it literally just stops generating output when it’s done booting and you then need to open a browser to continue setup. My VM output ended with:
... lots of output ...
[152.963790] udevd[186]: starting verison 3.2.9
[153.044875] udevd[187]: starting eudev-3.2.9
I stared at this, waiting, for about 40 minutes and then found this github issue comment which prompted me to scan my network for new hosts and found the IP.
Other things I found tricky:
- The VM guide does not include USB setup. I had to explicitly allow my Conbee II zigbee controller to be made available to the VM by going to ‘USB’ in the VM settings and creating a USB filter with the correct vendor code.
- The iOS app can’t receive notifications from the new install, so I had to remove and reinstall the mobile app integration. I found that I had to reset and then delete the app from my phone and then reinstall it, to prompt the integration to be added with the notify service enabled.
- Starting the VM automatically when the system starts: this stackoverflow answer was the simplest method of doing that.