Looking at getting the EVGA Z170 Classified K and I see that it has 2x M.2 PCI-E slots but I need to know if the BIOS supports using both slots in RAID-0 configuration. 

Yes.
 
http://www.evga.com/support/faq/afmviewfaq.aspx?faqid=59638
 
http://www.evga.com/support/manuals/files/142-SS-E178.pdf page 8

My stupid comment.  How fast do you really want SSD IO?  Must be doing something really big.  I did not know the CPUs could fully drive, I assume Raid 0 of a M.2 SSD array. 

Before you jump into RAID, you might want to read this article:
 
http://www.tomshardware.com/reviews/samsung-950-pro-256gb-raid-report,4449.html
 
Basically, because putting the drives in RAID forces the system to use the Intel RAID driver, you loose the NVMe optimizations since you will no longer be running under the NVMe driver. And you will have to use two NVMe drives since the top slot does not support SATA m.2. So in the end, it doesn't seem to be worth the hassle.