I've managed to connect NVMe device to my MT7621 based UniElec U7621-06 (solid platform for OpenWrt), lspci correctly identifies device. No new block device appeared in system. I've looked through additional software but I haven't found anything useful.
What is needed for nvme protocol to run?
Right now NVME is only supported on x86 and all you can do about it is to recompile OpenWrt's ramips/mt7621 subtarget with support for it.
This is possible by editing target/linux/ramips/mt7621/config-5.10 and adding these lines to it
CONFIG_BLK_DEV_NVME=y
CONFIG_NVME_CORE=y
# CONFIG_NVME_HWMON is not set
CONFIG_NVME_MULTIPATH=y
# CONFIG_NVME_TCP is not set
It would probably be possible to package kernel modules for NVME support as kmod package.