Since you are using Player 14 and not Workstation Pro 14, you don't have the check box.

Aside from firmware = "efi"

You need to add the following lines

uefi.secureBoot.enabled = "TRUE"

uefi.allowAuthBypass = "TRUE"

Player 14 also does not have "Power on to firmware" option either add

bios.forceSetupOnce = "TRUE"

or

bios.bootDelay = "7000"

That is 7000 milliseconds, you can change as you like to have enough time to click on the VM when the VMware logo comes up and press F2. The forceSetupOnce will power on to firmware by itself but you have to add it again once you have already entered the virtual firmware once.

Once inside the virtual EFI, you can configure the Secure Boot.

You may also want to look at this post Re: How to replace default certificate for Secure Boot Virtual Machine?