The Linux `vmlinuz` binary is an EFI executable that implements a minimal stub loader to load rest of the kernel and initrd. You can use `efibootmgr` to insert

The Linux `vmlinuz` binary is an EFI executable that implements a minimal stub loader to load rest of the kernel and initrd. You can use `efibootmgr` to insert the `vmlinuz` binary as a boot entry. But honestly, you are better off using a proper bootloader as it makes things a lot simpler for you to manage. The UEFI bootloader menu is mediocre if you are lucky, terrible in most cases.