I've done this once, but did not test my install a lot.
In this case one cannot use the cmake "superbuild" (at least for ngsolve) but must build the components (netgen, ngsolve, mumps, maybe other deps like parmetis) separately, which is not too complicated.
Then, IIRC, I've built mumps in the way quite close to what "superbuild" would have done. Have a look at the mumps related files in ngsolve's "cmake/external_projects" directory.
Best, Matthias