You should convert any UEFI-bootable payload to a FAT32 .imgPTN file - see here for details.
This is the recommended way to boot via UEFI.
It also support Secure Boot (if the boot files are signed).
Use the grub2 menu system (for linux payloads)
You can add a grub2 menu system to E2B. This is most suitable for USB Hard Disks. The menu system has the advantage that you may be able to UEFI-boot to some payloads which do not normally support UEFI-booting, however for Windows-based payloads, always use a .imgPTN file.
Secure boot for memtest86 only is supported - linux cannot be booted via secure boot.
Add UEFI boot files to the \EFI folder (not recommended)
If your E2B USB drive is formatted as FAT32 you can add UEFI boot files to the USB drive and then UEFI-boot directly from the E2B USB drive.
WARNING: Adding the UEFI boot add-on may prevent some systems from booting to the E2B menu! For this reason, I strongly recommend you use separate .imgPTN files for each UEFI payload and do not use this method.
For instance, you could add a dual-boot version of Win8.1SE (WinPE) to the E2B USB drive so that you could boot to WinPE either via MBR booting (if you add a bootmgr .mnu file) or via UEFI booting from either a 32-bit or 64-bit system.
By adding the rEFInd boot manager, you can boot to a variety of different UEFI (.EFI) boot files.
Then, if you UEFI-boot from the E2B drive, you will get a rEFInd GUI icon menu and you can choose to UEFI-boot to Windows, KonBoot or Memtest86.
If you use the rEFInd boot manager, secure booting will not be supported however.
The E2B_UEFI_BOOT_ADDON.zip download is available on the Alternate Downloads site and uses rEFInd as a boot manager. Extract the files to a folder on your system and read the rEFInd_READ_ME.txt file for instructions.
Note: It is not possible to add more than one instance of the same OS, unless each one uses a different folder or file structure.