First I got a prompt in the Terminal telling me Catalina needs to use the "zsh login shell"
So, I followed the instructions here: https://support.apple.com/en-us/HT208050 to change my default Login Shell to /bin/zsh.
After a Restart, I was able to run the command:
sudo nvram StartupMute=%01
... and that totally silenced the startup sound.
Is there any way to keep the startup sound - but at a very low volume? That is, are the only two options "on" or "off" - or is there some variation of the sudo command which will set the volume somewhere in between on and off?