How to setup a Mac (Mini 2015) without a monitor (or mouse or keyboard)?
I contacted the Apple Support Hotline and got the expected answer: setting up a Mac Mini without an external monitor is not possible (unless you happen to know and correctly perform the exact order of keystrokes necessary to complete the setup with an attached keyboard).

This actually got me thinking: What if I could attach a pre-programmed keyboard that delivers the required input timed appropriately to the required wait-times, etc and generate a universal "Mac setup adapter"? I could imagine the "Teensyduino" being the prefect fit for this job. Unfortunately, though, I don't have one of those lying around at the moment, but it would be worth considering if one really had to do a larger scale setup of such machines.

Solution: In contrast to my initial concerns about using Target Disk Mode, apparently people have previously had success installing OS X onto another computer in this way. There are two different approaches here:


We can try to re-install OS X (onto the Mac Mini in TDM from the MBP), which in my view is not a very good solution. 
We can run the initial setup only by booting into the Mac Mini OS X partition from the MBP (by starting the Mac Mini in TDM).


The secondary option appeals to me, but either solution does require a Thunderbolt (or FireWire) cable. The process would look something like this:


Shut down MBP and Mac Mini.
Start Mac Mini in TDM and connect the cable to the MBP.
Start the MBP while holding the OPTION key to select the Mac Mini hard drive as the boot partition.
Complete the initial setup and activate any remote access features you want.