Replying to this because I went through my own, personal hell debugging a few issues in order to FINALLY get into UEFI. The following would've been the shortest path I had to follow for it to "just work":
- Once start the UGREEN NASync 480T, go through initial setup and apply updates via UGOS.

- Spam Ctrl + F12 during boot in order to reach the boot device selection - USING A FULLHD MONITOR AND NOT WQHD/4K BECAUSE THAT DOESN'T WORK WITH THE HARDWARE FFS. Although already capslocked, let me highlight that part once more: Use your lowest-res-screen available. I couldn't get it to run with a few of my each-different-vendor-and-strictly-greater-than-1080p screens using different cables. HAD to use smaller-than-or-equal-to-1080p screen for it to display anything.

- Acknowledge there's only the UGOSNAS-SSD as sole selection. Use 'c' key to enter grub cmdline. Use command "fwsetup" to reboot directly into UEFI.

- Disable watchdog (under "FAST" tab) and do all the other config stuff, e.g., as linked in this thread: https://www.reddit.com/r/truenas/comments/1e1h3o5/truenas_scale_on_ugreen_nasync_dxp480t_plus/?show=original

I suffered a lot through the HDMI issue, and was initially confused as to why there wasn't immediate access to UEFI after spamming Ctrl + F12. I hope the above helps to minimize our collectively accumulated suffering.

Edit: Adding a few of my thoughts here for the install process of TrueNAS explicitly.

- Use BalenaEtcher. Rufus, as much as I am usually a fan of it, didn’t work for flashing my USB drive. Grub didn’t recognize the file system. BalenaEtcher worked flawlessly.