--to have a nerve biopsy, as opposed to a skin biopsy, is if neuropathy secondary to a vasculitic/connective autoimmune disorder is suspected:

http://neuromuscular.wustl.edu/nother/bx.html

There tend to be particular infiltrates to nerve and muscle (both are usually biopsied together) and particular patterns of degeneration that might clinch a diagnosis of vasculitic neuropathy.