Thanks - that's what I found out in other threads as well.
However, it is not necessary to go via an upgrade path. Here are the steps needed (not for the faint of heart):
1) Create a FAT32 partition in Disk Utility where you want to install Windows 10
2) Use gdisk (GPT fdisk) to create a hybrid MBR that includes the FAT32 partition, and probably your OS X partition
3) Create USB installer using Boot Camp Assistant on the system you want to install Windows 10 on. This is important, as Boot Camp Assistant will download the right drivers, and create a legacy BIOS USB installer.
4) Boot into USB installer (I think there are two choices, "Windows" and "EFI boot". Choose Windows, as this will boot the legacy BIOS installer in MBR mode. Do not choose EFI boot.
5) At the point where Windows setup asks where to install, re-format the FAT32 partition to NTFS. If everything has gone according to plan, Windows Setup will then allow you to install a clean Windows 10 on that partition.
6) After installation, when booting up Windows 10, Boot Camp should automatically install the driver updates. If not, start its setup manually.
*) I went via a slightly more convoluted route. I left empty space instead of creating a FAT32 partition in step 1). I let Windows setup create a new NTFS partition in the empty space. This worked, but then the gpt partition table and the hybrid MBR got out of sync. I had to use gdisk in OS X to create a gpt partition type 0700 with the exact same start and end sector as was now listed in the hybrid MBR partition table.