I don't know how EFI boot works but I am running a gaming PC in dual boot and I have both Microsoft and my own personal secure boot keys loaded (for linux and grub)

I boot my own signed bootloader (grub) from which I can also boot Windows. Windows shows it is in secure boot mode and it works fine with BF6 for me.

But I have a feeling this allows users to run some bootkit/rootkit and bypass any of those kernel level anti-cheats. Maybe I'm wrong and EFI handover to Windows clears all the memory, but I somehow doubt it.