I figured it out. Documenting here for the next guy. 
There is a setting: New Boot Device Priority - Mine was set to Auto which prevents you from changing the boot order. I simply changed to Last (First will also work), which unlocked the options on the EFI Boot Order screen.
Change to anything other than Auto.
After changing the setting mentioned above, you will now see on the EFI Boot Order screen that the options are unlocked. You can navigate with the arrow keys and switch around the order with F5 and F6.
