peter, 
Looks like #raspberryPI's own M.2 hat has been released this morning & it's £11.50 / $12
Looks compact and supports the active cooler.
The downside I can see is that it only supports 2230 & 2242 M.2 devices, so the more common 2280 M.2 ssd's won't fit.
https://www.raspberrypi.com/news/m-2-hat-on-sale-now-for-12/