Hi Chris,
It is not necessary to set up a UEFI boot/install if you want ot use a PCIe based SSD boot drive.
I simply bought a 256GB Samsung SM951 PCI Express M.2 hard drive module (MZHPV256HDGL-00000 ) and an ASUS Hyper M.2 X4 Mini PCIe card and plugged them into slot 4. When you boot the computer it will load the necessary drivers making the disc available to Windows. After initialising the device in Disk Management the device was visible under windows explorer. As a final check, reboot the PC to BIOS and confirm the device is displayed as a legacy bootable device. You can simply clone your current Windows MBR disc to the SM951 and set the SM951 as the primary boot device in BIOS. In summary; the HP Z620 simply sees the SM951 as a legacy boot device.
IMPORTANT: The SM951 exists in 2 variants, the newer NVMe and the older AHCI standard. It is the AHCI one you need. (part no. given above).