I ultimately rebuilt the box, made sure it was up to date before I did anything at all and then ran:
dnf install -y rpm-build rpmdevtools git python3-devel make gcc flex bison kernel-headers ncurses-devel tmux elfutils-libelf-devel openssl-devel bc kernel-devel-$(uname -r) dwarves
rpmdev-setuptree
dnf download --source kernel
rpm -ivh kernel-5.14.0-362.18.1.el9_3.src.rpm
cd /root/rpmbuild/SPECS
rpmbuild -bp kernel.spec
cd /root/rpmbuild/BUILD/kernel-5.14.0-362.18.1.el9_3/linux-5.14.0-362.18.1.el9.x86_64/
cp -f /boot/config-$(uname -r) .config
cp -f /usr/src/kernels/$(uname -r)/Module.symvers .
make -j$(nproc --all) scripts prepare modules_prepare
make ARCH=x86_64 -j$(nproc --all) M=drivers/nvme
insmod drivers/nvme/common/nvme-common.ko
insmod drivers/nvme/host/nvme-core.ko
Not sure what the problem was, but that worked first try.