@george1421 Just went through the UBNT thread, that appears to be working! One thing, in case others come across this, that tripped me up was in the command there are " written out. At first, I thought this was something to do with the character escaping on the forums but it is not, you literally need the command as follows:
set subnet-parameters "filename "ipxe.efi";"
You can also do this via the Config Tree in the GUI, just copy everything between the first and last double quotes and paste into the subnet-parameters section of the subnet.
@george1421 I appreciate your assistance here! I guess I will be going to Ubiquiti to see if I can find/file a bug report to fix that up.
[Edit] Not sure why, but I can’t seem to mark your post as the right answer… I’ve marked mine summerizing everything instead. Have an up-vote though 
Follow up documentation from UBNT Help
Notes
In the example above the custom option string requires quotes to be injected directly into the dhcpd.conf. As literal quotes are not allowed in the cli command we replace our quotes with the special entity format for a quote " this will be translated back to a literal quote when building the dhcpd.conf