GRUB

Pros:

• Same configuration for EFI & bios mode.
• Flexible menus.
• Can do secure boot. But NOT in dhcp-proxy mode (see below).

Cons:

• Not so simple to configure. Menu files can be a pain in the ass.
• Need some workarounds for proxy-dhcp.
• Can't load Windows WIM files in EFI mode

Setup a Debian PXE server with dnsmasq & grub

Secure boot

The only way to pxe-boot a computer using secure boot is to use grub. Sadly, when using a dhcp-proxy server grub doesn't get all the necessary info. So you must use a proper dhcp server.