It seems possible (to boot from a CDROM in UEFI) with SysLinux: https://wiki.syslinux.org/wiki/index.php?title=Isohybrid#UEFI
unclear if it is with GRUB too... Someone seems to say that System Resue CD do that https://askubuntu.com/questions/1025656/how-do-i-boot-an-iso-file-from-my-drive-using-grub2-on-uefi-machines suggest to use linuxefi and initrdefi Grub commands... but I don't see those in the documentation... and GNU Mach is not a Linux...