I was at my local Fry's Electronics and saw this passive PCIe to m.2 adapter on sale for only $10.99 (I think it's normally $17.99) and decided to try it. It's intended for use in a 1u rackmount chasis, but no reason it shouldn't work in a MacPro. So small that it doesn't block the fan on my RX580.
The drive I'm using is a 500gb 960 Evo
The drive I'm using is a 500gb 960 Evo