I did it for memtest 5.01 and it works.
:MENU
menu
item --gap – ---------------- iPXE boot menu ----------------
item MEMTESTEFI MemTestEFI
:MEMTEST
kernel [url]http://{ip}/fog/service/ipxe/memtest/EFI/BOOT/BOOTX64.EFI[/url]
boot
Now, I have to do it for WINPE