Ha, you went into the same trap as me
But there is help!
It has nothing to do with SSD firmwares or anything else the (sorry!) rather clueless people here suggest.
When the GRUB bootloader is updated (a few days ago this was the case via an Ubuntu system update, I'm sure your problem arose after that update), the boot files in the hidden EFI partition are changed in a way so that the UEFI of the NUC is not able to boot anymore.
This unfortunately happens each time such a GRUB update is installed.
Fortunately there is a workaround which is a bit hard to find:
Re: D34010WYK No UEFI Boot Devices
This also works perfectly on the DN2820FYKH. Now Ubuntu can always update GRUB like it wants to, it doesn't affect bootability.
Only drawback is that the NUC needs a bit longer for booting. (Can be sped up by reducing the preconfigured time-outs.) Otherwise, Ubuntu runs just fine on the device, no problems so far.aps
P.S.: Since there obviously are quite a number of Linux users here, could this workaround somehow be pinned or get into a FAQ of some sorts?