kernel-module-build : Headers not found

I’m trying to build the example kernel-module-build git repo but I’m getting the following error

[load]     [build.sh][INFO] Building source from src into out/src_intel-nuc_4.0.23 for:
[load]                          OS versions: 4.0.23
[load]                          Device types: intel-nuc
[load]     
[load]     make: *** https://files.balena-cloud.com/images/intel-nuc/4.0.23/kernel_modules_headers.tar.gz: No such file or directory.  Stop.

Any ideas?

Argh it turned out be some logging I added that was messing things up