From the project page: "Boot FreeDOS, Windows XP, and Windows 7"

Additionally, it was just 3 years ago that memtest86plus finally got a UEFI version. That was painful for a few years there. (Though the 4GB RAM limit would have made this not an ideal solution.)

I'm sure there are other such self-hosting utilities that haven't been and may not be ported/rewritten to work under UEFI.