I have spent some time on this now and have tried three different external (separately powered) USB3.0 enclosures all with 3.5" drives. I have installed the latest BIOS and reset all the defaults. In every case the NUC will not boot with just "Intel NUC" appearing on the screen and then it freezes. I accidentally discovered that if I remove the power from the external enclosure while the boot process is "frozen", the boot immediately continues and windows loads normally.
I have repeated this process on all three drives. I even left the NUC in its frozen state overnight to see if it would eventually time out and continue but the next morning there was no change until I removed the power from the external enclosure and the boot continued as normal.
I have also tried disabling the Legacy USB support as mentioned above but it made no difference.
There is definitely something wrong here.