Plenty of NUC hardware is pretty beefy, most more tough than most of those gaming handhelds. I've dropped a couple of Intel NUCs down concrete stairs and they only got a few scratches. They've also had really good Linux support for ages, and had Intel's Iris Pro GPUs for a while. Unsure they'd really fit your needs though. AMD sells a number of APU boards though, they've got modern GPUs. Still not breaking any benchmarks though.
Also, those gaming handhelds are pretty power and temperature limited. They're often a good bit less powerful than a halfway decent gaming laptop, just a more convenient form factor for portable gaming.
What you'd want is a NUC with AMD. With an iGPU of 780M or higher, you'd equal or beat a Legion Go. You'll find plenty of NUCs like this from Beelink, Minisforum, etc. Usually at $400-800. Depending on sales.
Intel's Lunar Lake is another option. The iGPU on that line will match or exceed a Legion Go too. Right now, it's mostly in laptops but some NUC models have been announced.
Also, those gaming handhelds are pretty power and temperature limited. They're often a good bit less powerful than a halfway decent gaming laptop, just a more convenient form factor for portable gaming.