This was very occasionally working but mostly not. I updated the boot firmware of the Intel I350 NICs and now it seems to work every time.
Previously it was stopping after downloading debian-installer/amd64/grubx64.efi by TFTP, and just showing me a grub> prompt. Now it goes on to request all the other bits of the installer, and works. I have no idea what was wrong before but there are a few other reports of EFI PXE boot problems being fixed by NIC firmware upgrade. Cheers, Andy