I guess I should wait for sysdev.microsoft.com to come back up, but I can't help but wonder why they wouldn't just sign certificates that the firmwares would use to in turn verify the signatures of the bootloaders. I don't know the capabilities of EFI, but these certificates could be stored anywhere, most logically on EFI system partitions (or whatever they're called). It would remove the need for the shim code, which does look like a bit of a technical kludge to me.
Certificate instead of shim code with embedded signature
Did I miss something?