This is rather "a note to self"; maybe this is of any worth for others too...
Since recently, I own a new Thinkpad T460s, including a "NVM Express" ('NVMe') SSD.
Unfortunately, plain jessie can't deal with initramfs creation for nvme properly, and also some other skylake related updates seem mandatory...
To fixup NVMe initramfs creation, you need quite some galore of backports:
aptitude install initramfs-tools/jessie-ab-stable busybox/jessie-ab-stable # choose the resolution that only does updates or new installs
Altogether, I ended up with these extra debs from backports/hellfield, making it work considerably (there are still ongoing unresolved linux/skylake problems, though ;/) well under jessie:
root@weslok-ng:~# aptitude --display-format="%p" search "~S ~i ~A jessie-backports" firmware-amd-graphics firmware-iwlwifi firmware-linux-nonfree firmware-misc-nonfree irqbalance linux-image-4.5.0-0.bpo.1-amd64 linux-image-amd64 xserver-xorg-video-intel root@weslok-ng:~# aptitude --display-format="%p" search "~S ~i ~A jessie-ab" bash-completion busybox e2fslibs e2fsprogs init-system-helpers initramfs-tools initramfs-tools-core initscripts klibc-utils libfdisk1 libklibc libsmartcols1 sysvinit-utils util-linux