You need to manually set the, unsupported in VMware Workstation, firmware = "efi" option in the VM's .vmx configuration file.
Thank you very much, WoodyZ.
I was so tired, after so many trials, that I wrongly set firmware = "efi". In fact, there was a line saying firmware = "bios", that had to be changed.
So, for other people willing to set their Surface Pro as a VM machine, remember to search for "firmware" in .vmx configuration file, prior to just adding a new line.
First I have to admit I didn't read your entire OP, sorry, and simply made the statement I did... however firmware = "bios" is a default setting and normally is not present in the .vmx configuration file. Although one should alway first search to see if an option already exists before adding it again when setting its value!
A pleasure to find people like you, WoodyZ.
We may live in a better world!