Just another possible answer for anyone else with a similar situation to mine....
I'd been battling all night thinking there was issues with my USB stick etc or some weird partitioning problem etc. In the process I think I've understood a lot more about how my Mac Mini (Late 2014) boots now for Boot Camp.
First, I thought the USB stick it prepared (I was using Windows 10 Preview ISO) was the actual boot device. When my computer rebooted for Windows it was simply going to a black screen so I figured the USB boot wasn't working. Not so. The boot partition is part of the partition that the 3rd tick box does in BCA, which seems to tell the Mac "use this boot loader (EFI) in the partition I created, and use for the USB disk you just created for the install files" - so it purely uses the USB as a storage device for the Windows install.
It's important to note that it's obviously a damn good idea to remove other USB devices from the system during this process, or it may boot and pick the wrong USB device.
Anyway back to the black screen. So it turns out everything had been installed and partitioned correctly, and my Mac mini was booting into the new Windows boot partition, but using HDMI output! So the black screen I was seeing was because it was outputting the display to HDMI, not my VGA monitor via the display port adapter.
This was only for the initial "Setup Windows" phase - once Windows had installed its files (remember to select the BOOTCAMP disk listed, format it, and then choose it for the install) it rebooted as Windows installs normally do (note to self, hold down option here so we can choose Windows boot again). Once it was booting and finishing the install for the 2nd time, it activated the VGA display (presumably has drivers now). It continued installing and then again rebooted for a 3rd time (this time it went back into the Windows boot automatically), again via VGA. My bluetooth keyboard and mouse were also activated at this point (had to use wired mouse for the very first initial setup part).
Once Windows 10 was fully installed I manually ran the Bootcamp/Setup.exe on the D: disk (my USB stick) which seems to have installed the rest of the drivers (Wireless driver for WiFi, correct display driver, sound driver, chipset etc). It also installs Boot Camp systray icon to let you restart back into OSX.