I don't understand what iPXE has to do with anything here. If you are running a virtual machine in UEFI mode, you have a full UEFI firmware implementation which directly supports dhcp netboot without any involvement of iPXE. And I am unaware of any issues with netbooting ovmf to shim->grub->grub.efi.
I don't understand what iPXE has to do with anything here. If you are running a virtual machine in UEFI mode, you have a full UEFI firmware implementation which directly supports dhcp netboot without any involvement of iPXE. And I am unaware of any issues with netbooting ovmf to shim->grub- >grub.efi.