I just burned a week trying to do this very thing, install boot Jetson on NVME on my Orin Nano. I first tried from one of Cranky Cyborg's two Nvidia forum posts, one of which was to use the SD card to create a GPT partition and install there. Nope. I have a Windows machine and tried VMWare hosting Ubuntu 20.04 using SDK Manager and Jetson Hacks scripts. Nope.
Then Cranky Cyborg's second forum post using his Virtual Box/Ubuntu/SDK to get better USB options. I was able to get Nvidia APX support there, but not Linux Tegra USB. I tried my Win10 Laptop in case it's usb-c port was better. Nope.
In the forums, the Nvidia people said no virtual machines. In the end I wiped on old Dell Winbox I had and installed Ubuntu/SDK and flashed using a USB-A to USB-C cable. Worked like a charm. But after boot recovery mode, I took out the jumper and got nothing. Then I realized I had to take out the SD card to get it to boot after I flashed the NVME. Really annoying that they can't come up with some better way.
Now I'm looking to get the Turing Pi 2. Came here to make sure that I could install it on the board without having to go through this pure hell again.