The Sixth Circuit has determined that when the Board of Immigration Appeals dismisses an appeal, but remands a case to an Immigration Judge solely for the purpose of entering an order of voluntary departure, there is a final removal order for the purpose of appellate jurisdiction. If the petitioner does not appeal at that time, but instead waits for the Immigration Judge to enter a decision, and then appeals that decision to the Board of Immigration Appeals, the circuit court will not have jurisdiction over the first Board of Immigration Appeals decision (on the merits of the removal proceedings).
The full text of Hih v. Lynch can be found here: http://www.ca6.uscourts.gov/opinions.pdf/16a0032p-06.pdf