Thanks for the feedback on this matter. I did some more research and found this list on Google Docs: S4M SFF Compatible GPUs. Lucky for me, I am able to return the Gigabyte Mini and trade it in for a Zotac GeForce GTX 1660 Ti (ZT-T16610F-10L). That should be able to drop into a brickless build.
Feels so great to tinker with a real PC again (10 years since last time). Laptops are no fun compared to this.
I stumbled over Josh' presentation of the S4M and several other reviews oline, and it made me purchase this lovely case. Quickly followed by a bunch of parts that already went far above...