@mcrae
Since the latest BIOSes for your specific Gigabyte mainboard are not UEFI ones (tested with F12 and F13b), it is impossible to insert the required NVMe EFI module.
The only options for you to boot off an NVMe SSD are either
a) to use a Samsung 950 Pro SSD (has an NVMe Option ROM in-the-box) or
b) to insert a specifically modified NVMe Option ROM into the BIOS (look >here<).
Anyway I am not able to help you.
By the way - since you had posted your request into a wrong (not matching) thread, I have moved your and my posts into a separate “BIOS Modding Request” thread.
Good luck!