How do I get a Zotac MAG HD-ND01 to boot from a USB stick?

This is actually hidden in the USB configuration tools, not the boot menu.

Under Advanced > USB Configuration > USB config, try changing the USB Emulation from Auto to Hard disk. Exit, Save and enter BIOS again and see if you can choose the USB drive to boot up first.

Then hit F11 on boot to get the boot menu, choose "USB hard disk" and the Zotac should boot off of the USB stick.