From what I could find tb3 to PCIe is very expensive. NVME is basically a protocol on top of PCIe with m.2 connector.

Here's an example of m.2 to PCIe x4 adapter: https://www.delock.com/produkt/64131/merkmale.html

If adapter is possible we could use 4 port gig adapter for a nice pfsense/opnsense router or a VM server.