After all it was my basically my fault.
The IPXE UEFI USB Boot did not work…
So, following the instructions provided by George, i decided to use the FOS image.
I built one, using these instructions: https://forums.fogproject.org/topic/7727/building-usb-booting-fos-image/4
One caveat: The PC that I used to build the image is a Fedora 27, so I used the CentOS 7 script and i added the following line to create the 32 bits setting for grub2:
grub2-install --removable --no-nvram --efi-directory=/mnt --boot-directory=/mnt/boot --target=i386-efi
After that, I got the error reported here, but it was because I did not have started a task on the server. After I scheduled a capture task on the FOG Server, everything worked smootly.