Has no one else seen this problem?
I have never seen this in any NUC (and I have handled many, many hundreds of almost every model). What it sounds like is the screw was replaced by someone and they used one slightly too small. Grab it with needle-nose pliers and pull up as you twist and you should be able to remove it.
Okay, my bad, folks. I was using a small phillips head screw drive and it was doing the spinning. I finally took a small jewelers screw driver and although the screw was very tight, it did unscrew. So all is well with the installation of the SSD & memory.