You’re probably using a quite old version of the script.. make sure you download the latest version (see the first post here) and try again.
Not with the build script, but you could use this other script to do that : Change boot order
It only gives you the choice between M.2 SSD or 2.5" HDD to choose as boot options, but you can just tweak the script as you see fit. You can get the nitrokey’s actual boot name from ‘cbmem -c’ output I suppose. Then just add it to the bootorder.txt file that the script creates.
Note: you might need to add ich_spi_mode=hwseq to the flashrom options for it to work.