It's really hard to spot, but buried in the specs of those HP SFF system is a little-noticed note that the board supports a max of 35W PCIe devices. It caught me out as I picked up an ex-lease one hoping to chuck a half-height 750ti in there for an entry level gaming for a friend.
There are no 'gaming' cards that slip in under 35W, so you either need to use something like a the half-height GTX 750(/ti) that I was looking at, and accept that you'll be out of spec and it may not work (worst case damaging components... though I'd be disappointed if HP shipped PSU that catastrophically failed without over-current protection). Despite them being a "240W" PSU, if memory serves me correctly there's only 14A on the 12V rail.
OR... you get yourself different base hardware
OR... well... maybe you live with a ultra low end card. Might manage something like league of legends, but any real gaming I think will be out of the question.
Sorry, probably not the sort of post you were hoping for.