Yeah. The bare metal device definitely needs to be setup in order to PXE boot a UEFI device such as the Surface. I spent quite a bit of time working on this with a Surface Pro 3 and finally did get it working on 9.5SP2. You also need to make sure you are using the Microsoft certified USB network adapter. I had to add the drivers for that into the boot WIM files. I believe the drivers need to be loaded to the 64bit WIM. You'll also need to download all of the SP3 drivers from Microsoft and import those into your driver database. If you have any more questions, let me know since this is all still pretty fresh in my mind.
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