Intel Motherboards : Other causes for "00" Dr Debug status?

I assembled a new build today, which includes a Fatality Pro Series Z170 Gaming i7 board and a Intel Core i7-6700K Skylake, with a Corsair H115i water cooler. Careful to mount the CPU the right direction the first time, and only touched it by the edges.

When booting, I get "00" on the Dr. Debug indicator. Resetting CMOS, using these instructions and waiting for ten minutes hasn't helped. Inspecting the socket, I don't see any pins obviously mis-bent (since they are supposed to be bent ~45º). I've removed the CPU and remounted it a couple time, but no love.

Are there other things I should check? Are there reasons the "00" error (check CPU or wipe CMOS) would occur? Any chance this is a problem with the board or BIOS, or is my CPU fried?

Thanks!