I read on web:
"NVME support is much better from 3.19 kernels, but Debian 8 only ships with 3.16. Additionally the release version of grub2 has an install bug where it doesn’t properly recognise NVMe devices. Let’s pull a more recent kernel and grub-efi from jessie-backports to resolve!"
just for completion... I couldn't install OVM 3x properly on my SSD.
I've installed OVM 3.0.94 on a M.2 SSD PCIe which is mounted as nvme0.
Installation was fine except Grub. So I started a Shell as described.
apt install grub2
At installation of Grub2 the menu asked me where to install Grub. So I've selected "/dev/nvme0". The setup was successful then and I could continue OVM installation without installing Grub or Lilo.
Thats all I had to do. I even did not run update-grub...
After that OVM started without Problems.