The Release Notes for the latest firmware for your board (November 2018 release) seems to indicate that the 64-bit version of the firmware actually does support network boot, even using the HTTP/HTTPS protocols. Only the 32-bit version of the firmware still has the UEFI network support disabled. Perhaps a firmware upgrade would solve your problem?

I see you are using efinet as your GRUB network driver module. I think it assumes that the firmware will have already initialized the network interface and received an IP address, either by DHCP or from firmware configuration.

If the firmware won't initialize the hardware and provide the appropriate UEFI protocol for GRUB to use, the efinet driver won't work... unless of course you find the right UEFI network driver from Intel's support webpages and do some UEFI scripting to first load and configure the NIC driver and the TCP/IP driver stack from some other media before starting up grubx64.efi. But that would sort of defeat the purpose of network boot.

To support UEFI PXE boot and UEFI 2.5 HTTP(S) boot, your DHCP server will need to be able to detect the PXE architecture option in the client's DHCP request and add the appropriate boot information to the DHCP response. If you happen to be using ISC dhcpd as your DHCP server, the part of DHCP server configuration that relates to network boot should be similar to this:

option pxearch code 93 = unsigned integer 16;
class "pxeclients" {
    match if substring (option vendor-class-identifier, 0, 9) = "PXEClient";
    next-server <IP address of boot server>;   # bootp style option
    option tftp-server-name "<IP address of boot server>";  # DHCP style option
    if option pxearch = 00:10 {
        # 0x0010 = UEFI 2.5 HTTP boot for x86_64
        filename "<HTTP or HTTPS URL pointing to a .efi bootloader file>";
    } elsif option pxearch = 00:0f {
        # 0x000f = UEFI 2.5 HTTP boot for 32-bit x86
        filename "<HTTP or HTTPS URL pointing to a .efi bootloader file>"
    } elsif option pxearch = 00:09 {
        # TFTP-based UEFI PXE boot for x86_64 according to original RFC 4578
        filename "/some/TFTP/path/grubx64.efi";
        option boot-size <nnnn>; # size of grubx64.efi as reported by "du -B 512 grubx64.efi"
    } elsif option pxearch = 00:07 { 
        # TFTP-based UEFI PXE boot for x86_64 according to current IANA registry
        # and RFC 4578 errata
        filename "/some/TFTP/path/grubx64.efi";
        option boot-size <nnnn>; # as above
    } elsif option pxearch = 00:06 {
        # TFTP-based UEFI PXE boot for 32-bit x86
        filename "/some/TFTP/path/grubia32.efi";
        option boot-size <nnnn>;
    } else {
        # plain old x86 BIOS PXE boot options here
    }

    # end of PXE boot specific options
}