Intel EFI shell on Mac
If you are still looking for an answer I found one on Stack Overflow:

https://stackoverflow.com/questions/777437/sopen-s-firmware-console-on-mac-osx-intel

It does not seem possible to do this.  

The only thing you can install to get some kind of EFI boot menu options menu is rEFIt, which can be found here: 

http://refit.sourceforge.net

I know it isn't the answer you were probably looking for but I hope that this answer at least helps you out.