Dmitry54 was able to get the appropriate M.2 drive that is supported by this system. After figuring things out for myself, I explained it in detail in another thread on this forum. In short, it is essential you understand which protocol/interface is supported by your PC when choosing M.2 drive peripherals. What HP is failing to inform you about in all of the emails the send out is this simple fact... this line of PCs support a PCIe M.2 interface. So, ensure you investigate what interface is used by the M.2 device you are considering purchasing, they only support ONE interface SATA or PCIe, not both.
I purchased the same drive Dmitry54 purchased, after checking Samsung's website and noting it was a PCIe interface, after having purchased the Samsung SSD 850 EVO and it failing to work. Later research revealed the 850 uses a SATA interface, leading to the realization HP cut corners and chose not to support BOTH interfaces on the SSD M.2 interface, as motherboards can support more than on interface on a single M.2 port.
Thanks for pointing me in the right direction Dmitry! BTW I'm running a solid 40C on my mini, which scales up to ~70 under close to max load. The chip should throttle if it gets too hot.