I also noticed that if you use Windows Server DHCP you need to add Server options for DHCP as follows:
066 Boot Server Host Name:: ip or host name of FOG server
067 Bootfile Name: ipxe.efi (for UEFI system)
So do not use snponly.efi (for efi systems) or undionly.kpxe (for bios systems) as you would use if using pfsense as dhcp server.
Googlein around gave different options for 067 Bootfile Name but as im usin EFI in Hyper-V ipxe.efi seems to work. Also you need to disable secure boot in Hyper-V settings in client virtual machines.