Hi there,
SO I haven’t tried it yet this way, but usually you would select the Nordic SOC in the pull down, not Custom unless you have a different Board files?
You can run the Kmenu config to set the prj.conf options you want ,i.e. bootloader , Flash, DFU tech etc…
Check out the FREE Nordic Tech WEB Seminars/Videos on building the conf. worth the Look and Time!
HTH
GL 
PJ 