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On Ubuntu 16.04, for setting up a WiFi access under WPA Enterprise TLS, generated a PEM RSA private key as follows:

$ cd ~/.wifi_certificates
$ keyPassPhrase="$(pwgen -snc1 16)"
$ echo "key=${keyPassPhrase}" > key_passphrase
$ chmod og-r key_passphrase
$ clientName=`uname -n`  # themc
$ openssl genrsa -aes256 -passout pass:"${keyPassPhrase}" -out ${clientName}.key 2048
$ file ${clientName}.key
themc.key: PEM RSA private key

Eventually, attempted to provide themc.key file to the WiFi GUI -- but as seen in the screenshot below, the GUI's directory-browser will not allow selecting themc.key as a PEM Private Key file:

the GUI's directory-browser will not allow selecting themc.key as a PEM Private Key file

Although screenshot shows Identity, User certificate and CA certificate fields as empty, ran into same issue even when all these fields had suitable values.

Also tried to just enter the value themc.key in the file /etc/NetworkManager/system-connections/<connection> but, when attempting to establish the connection, get a pop-up about themc.key not being acceptable.

Creating a wpa_supplicant.conf file with the same certificates and key as used for NetworkManager and providing that wpa_supplicant.conf file to wpa_supplicant results in a successful connection.

Questions: Why doesn't the GUI accept themc.key as a PEM private key even though the file command classifies themc.key as a PEM RSA private key? Why is NetworkManager not happy with themc.key but wpa_supplicant is?

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I had the same problem and I found a workaround to it. Not sure if you still need this answer but maybe someone else runs into the same issue.

Once you open the file explorer to browse for your private key, press CTRL+L (to open the location bar) and input the absolute path to your key manually.

Seems to be a kind of bug only for the first time you want to browse it due to if you try after you filled the field with manually, you'll be able to successfully browse the .pem and all the other formats.

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