While looking at the log for an appveyor run, I noticed that ngen is't being found:
See the bold snippet below.
108Time Elapsed 00:10:32.55
109
110C:\projects\visualfsharp-radou>ngen install lib\proto\fsc-proto.exe
111 'ngen' is not recognized as an internal or external command,
112 operable program or batch file.
113
114C:\projects\visualfsharp-radou>"C:\Program Files (x86)\MSBuild\12.0\Bin\MSBuild.exe" src/fsharp-library-build.proj /p:UseNugetPackages=true
115Microsoft (R) Build Engine version 12.0.31101.0