I have a NUC with an internal Msata. It’s too small so I have a larger one on way.
The instructions suggest I use an Ubuntu boot usb to then use disks to write a HA disk image to the drive.
As the drive is removable and I have a usb caddy for it can I simply write the HA disk image to it via the caddy and another Ubuntu machine?
Have I missed something?
No that works too. You might still need to use efibootmgr though so live booting on the device itself might be more convenient. Also consider virtualizing HAOS on it 
What advantages would that give me?
Thanks but I think my i3 core is slightly underpowered for that !
Which model? Usually RAM is more important than the CPU. Virtualization has little to no CPU overhead.
I have upgraded to 16Gb - it’s an I3 3217u running at 1.8Ghz.
Yeah that’s very old and slow. I’d personally still give it a try but bare-metal is okay too if you don’t want to bother with it.