I have an Intel NUC and I bought a Thunderbolt 3<->10gbps Ethernet adapter. Then I bought another adapter to plug into my MacBook Pro and a 10gbps desktop switch to connect them.
Though I suspect local 1Gbps would be more than fine here and that’s extremely cheap and commonplace.
The NUC8 i7 is probably a better machine, less cores but considerably more capable with its igpu. However as a headless server, the NUC10 has faster RAM and 2 more cores (which likely throttle to make the performance gap smaller).
Microtik has several small switches with 2, 4, or 8 SFP+ 10Gbps ports for slightly less than the Ubiquiti gear, but I’ve also been happy with Ubiquiti in general so I’d go that route.
You can use copper DAC cables directly for short runs (in a rack or on a desk) which are cheap on EBay or for a little more money get SFP+ twisted pair or fiber adapters (and fiber is a lot cheaper than you probably worry as well).
A switch like this ($143.15): https://www.amazon.com/gp/product/B07LFKGP1L/
two of these adapters ($129.98 total): https://www.amazon.com/gp/product/B01KFBFL16/
and then two of these adapters ($298.00 total): https://www.amazon.com/gp/product/B07K7SMF89/
Works out to $571.13 total. It might not be worth it to just connect two machines, but in my case it was worth it because I was building a 10-machine cluster.