I just installed it now too using Geekworm X1001.
For Windows, the easiest way is to use Balena etcher to install LE img.gz directly to the NVMe through USB adapter. Do not use the LE SD Creator. Mount the NVMe to the PCIe board. Boot. That's it. No need to make changes to the config file. There is no need for a micro SD either. The initial boot will expand the NVMe to the maximum capacity.