Intel NUC PXE-E53 error

I have tried many config variations and can't seem to find the solution.

I have a Intel NUC D34010WYK (see image1)

The only way I can get ESXi to load is to enable UEFI & Legacy Boot (see image2) and boot devices (see image3)

I have successfully installed ESXi 5.5.  However upon configuring a VM (Ubuntu/RedHat etc.) -- I power on the VM the console screen displays the bootup sequence, then attempts to boot via the Network.  I then get a PXE-E53 No boot filename, the boot sequence halts (see image 4)

Please advise what must be configured to allow me to boot a VM????

Matt