I have shared a summary of our conclusions from discussing the details of storing the boot files.
The final decision is to implement a dedicated bootloader_universe directory within the TFTP root (e.g., /var/lib/tftpboot/bootloader_universe). This setup allows us to use symlinks for shim/grub for each host consistently, as suggested here.
This will require some changes in the code and documentation, which are currently being discussed.