I give up, for now.
This project was supposed to do two things. 1) Run the Dolphin emulator so I (and my kids) could play Wii games in high definition; and 2) Replace the aging Mac mini I have in my home theater. (Testing Dolphin on my iMac made me confident it would run fine in Mac OS on a Hackintosh with similar specs.)
Now instead I'm going to use the Kaby Lake parts to build a Linux or Windows PC to run Dolphin. I'll keep the mini around for now, even if my wife objects to having two keyboards cluttering up the coffee table. Hopefully this hardware will be suitable for a later try at getting Mac OS going on it, after Apple releases Kaby-based Macs.
Thanks to everybody who replied.