I make a partition on my main drive which I load any .iso on to it. Usually I keep a Linux Mint .iso there in case I need a basic set of tools outside of my main Operating System for when I mess up my main OS. I can load that .iso partition at boot through the BIOS menu. I’m sure you can do the same with an NVME drive. You may need to check the BIOS boot order to make sure you start your preferred OS when booting your system.