Boot Failed. EFI DVD/CDROM
It didn't work for me too. And looking for options I found this which works better with VMWare Fusion 8 on Mac.

It is a shell script which with just one command create a Bootable DMG file and then you can create a Virtual Machine from that DMG and that's it.

https://github.com/rtrouton/create_os_x_vm_install_dmg


What I did is to uncompress the file found at create_os_x_vm_install_dmg-master/support/First_Boot_Package_Install.zip
The correct command that works for me was sudo ./create_vmware_osx_install_dmg.sh "/Applications/Install OS X El Capitan.app" /Users/[your_user]/Desktop/


I hope it could be useful for you like me!
Any question ask me at @Lexynux