There’s one here in this thread at the end:
M.2 E-key compatibility to ASM1166
I bought mine from Aliexpress for 10 EUR, search for “M.2 NVME Adapter SSD PCIE M2 NGFF Key M to M.2 Key A/E Adapter” (the link to mine no longer works).
Regarding space, yes, for this one it’s OK, because it’s as short as a WiFi card. In the height for the SSD however, you’ll likely be limited to 2242 at most (unless you have a tall enclosure of course, but with my 2242, the module is not higher than the rest of the connectors).