Fortunately, my Thinkpad T420 is using 2 Crucial memory modules (CT51264BF160BJ). So I exchanged them. And, I am using Crucial memory on NUC now, so far no problem.
BTW, I put G.SKILL memory on the T420 and tested them. No errors at all. And the Win7 on T420 works fine.
Thus, I guess that it is a memory compatibility issue.
The G.SKILL memory modules are from Newegg. One module is free with NUC purchase, so I bought the other one.