I ran in to this problem the other day when trying to run Windows Server 2008 R2 in Hyper-V:

“Boot Failed. EFI SCSI Device. Failed Secure Boot Verification”

Hyper-V fails to boot EFI

The reason for this was that I had created a Generation 2 Virtual Machines which uses Secure Boot which is supported in Windows 8, Windows Server 2012 and later.
So, remember that if you want to run an older operating system as a guest, select Generation 1 when creating the Virtual Machine:

Hyper-V Select Virtual Machine Generation

 

 

Edit:

Instead of changing to a Gen 1 VM, you can also simply disable Secure Boot under the VM settings.

Thanks to Armani for pointing that out.