CE/FCC/RoHS/etc certification for Intel NUC and other barebone MiniPCs?
The key is 


  They provide a list of compatible rams and drives. 


They are probably certifying the device with anything on that list; provided you insert something on that list, the certification remains valid.

They should make the relevant technical documentation (e.g. technical construction file, for CE compliance) certifying conformance available. Possibly on their website; certainly to reasonable requests for compliance information. Details of how they are claiming compliance should be in the documentation.

From a technical but not a legal standpoint; if you insert a similar device not on the list, the equipment is likely to comply with all relevant regulations but is no longer legally certified. Fine for your own use perhaps, but you would have to certify it yourself for re-sale.

If you insert something not similar (e.g. a drive with much higher power consumption) it may no longer comply (e.g. overheating). Then you are on your own.