In 1910 Ole's family is located in Rock County, Minnesota -- that is probably where you should start your search for naturalization papers.
Someone has posted a "family tree" for "Ole Nergord married to Bertha Larson" and it MIGHT help narrow down what part of Norway he came from.https://familysearch.org/pal:/MM9.2.1/9ZCJ-2VY
Gudbrandsdal (region includes parish areas of Dovre, Nord-Fron, Lesja, Lom, Skjåk, Vågå, Sør-Fron, Fåberg, Vestre Gausdal, Lillehammer, Ringebu, Øyer og Østre Gausdal). The valley of Gudbrandsdal is a part of the northern areas of Oppland County, in the east of Norway.
If the posted info is correct then the search has been narrowed down considerably. Wonder where the poster found that info??