[SOLVED] Cannot install PVE as UEFI OS

I have an Intel NUC DN2820FYKH with an Intel Visual BIOS v2.2.5 and the same error installing Proxmox v8 or v9:
- failed to prepare EFI boot using Grub on '/dev/sda2': unable to install the EFI boot loader on '/dev/sda'
Tried a Kingston & Intel SSD HDD and the same behavior.
I could finally successful install Proxmox disabling the UEFI Boot in the BIOS and only enabling the Legacy Boot.
Afterwards it could not boot, no valid boot device was detected, and enabling both UEFI & Legacy Boots it worked fine.