UEFI boot doesn't work in Rocky 9.3 installer using mkksiso

Thanks for heading me in, what seems, the right direction:

It seems to be a Shim issue, already fixed in the upstream versions of Shim. As per this forum post, it seems that they are trying to update the version but because it needs to be signed by Microsoft, therefore there isn’t an ETA on this:

I will work on a workaround fix, in the next few days, while they get this sorted out to ensure full compatibility on EFI systems, by building an unsigned shim from the source. It’s not great, but I think that it’s better to have UEFI than to resort to Legacy Boot.