FINAL THOUGHT:
I have NEVER use an "Apple proprietary connection" or device on which to install a bootable OS onto an external drive. Not since I began using Macs in 1987.
EVERY drive I have ever used has been a "3rd-party drive"...
Your experience with other Macs does not really apply to the 2015 MacBook Pro and other machines of that generation. Recovery won't work properly in this context.
I upgraded my 2015 Macbook Pro's storage with a M.2 NVMe SSD using an adapter.
Everything has been working fine until I tried to erase the SSD and reinstall the OS.
After many google searches and long story short, it turns out that the Mac recovery won't recognize the NVMe as a target drive.
Now, I'm left with the only option of buying an SSD that has Apple proprietary connection, such as
https://eshop.macsales.com/shop/ssd/owc/macbook-pro-retina-display/2013-2014-2015 .
Before making a $100 decision, I'd like to make sure.
Will the MacOS recovery be able to reinstall the OS on a blank SSD that has Apple proprietary connection?
Use a USB flash drive to install the OS. That means you have to download the installer and then using Terminal commands, to make that USB flash drive into a macOS installer.
Note also to upgrade the OS you may need to have upgraded the machine already on the original SSD. The reason for this if some of the OS upgrades sometimes require firmware updates, but those firmware updates don't work unless an OEM SSD in installed. So IMO the safest procedure is (after making sure you have all the appropriate data backups):
1. Download the macOS installer and make a copy of it.
2. Make a USB flash drive macOS installer. Put that aside.
3. Upgrade the OS on your existing Apple OEM SSD.
4. Remove the Apple SSD and install the third party SSD.
5. Use the USB flash drive to install macOS on the third party SSD.
Do not buy the OWC drives. They are overpriced junk, and have the same issue anyway. Basically they are just no-name third party drives that have an Apple connector, and rebranded with OWC's store brand.
Be aware though that many of these drives have power issues with macOS, since Apple only implements proper power management with native Apple drives. Furthermore, even if you use an Apple drive but one that is for a different type of machine (eg. Mac Pro), you won't get proper behaviour. The way around this is to buy a specific models of SSDs that behave better in this regard. Some like the SK Hynix P31 Gold have inherently lower power utilization and various drives can have the power management turned on by the use of third party kernel extensions. However, those third party kernel extensions can sometimes cause other problems. Also, some of these drives only work best in Macs when they have the latest firmwares... but those drive firmwares can only be updated in Windows.