I finally got my virtual machine (Windows 10) working with passing my GPU in UEFI mode. I used
virt-manager for creating the VM and there was no option to add a ROM file, so I modified the configuration itself.
As I understand it, the GPU (AMD RX560 in my case) which is being passed needs to support UEFI. If I install any OS in UEFI mode on bare metal everything works fine. But for the VM I need to provide a ROM file to boot.
My question now is: Why can't the virtual machine use the UEFI on the card itself and therefore why do I need to provide a ROM file?