I finally gave in and called HP support. Here is the answer for those of you in a similar situation.
I have a Proliant ML110 that I need to install Server 2016 on. In this case, I am not using a Hypervisor. I was really tempted though.
The ISO for Windows server 2016 is too large to burn on a DVD.
Intelligent Provisioning only reads USB drives formatted with FAT32. You cannot write a file to FAT32 larger than 5GB. There is a file in the ISO larger than 5GB.
I could not for the life of me get a USB drive to boot while in UEFI mode. Yes, I followed the guide on HP's web site. Still, no dice. It will boot in legacy mode rather than UEFI, but then I have no hard drive array! The USB drive booted fine on an old desktop computer.
The solution involves using the iLO remote console. I had actually tried that before, but could NOT mount an ISO image because that requires an advanced license.
The HP tech had me install a license code for a 60-day trial of Advanced iLO. That let me mount an iSO from my PC and all is well. Now, the question going through my head is: what happens three years from now when I want to reload the OS for some reason? Will I be able to get another trial license?
Go here and choose "Try Before You Buy" https://www.hpe.com/us/en/servers/integrated-lights-out-ilo.html