UEFI is simply supposed to find an EFI folder containing boot files, on a FAT32 partition.
A proper UEFI firmware will find the EFI folder regardless of whether the layout is for MBR or if it is GPT.
So you just use conventional MBR layout, format with FAT32 and throw on a (carefully crafted) EFI folder.
This is how Windows live (startup) media is normally done, so you can boot to either type and install Windows to the PC. On recent Windows versions the install.wim file has crept up in size beyond what FAT32 will support, so NTFS is needed for them.
Linux live distros do real well booting from FAT32 using Syslinux (ntfs is also an advanced option), just like the monolithic ISO's do using Isolinux. But to install the distro on the HDD I want an additional EXTx partition to hold the Linux, and still boot to it from the FAT32 boot volume.