- fbx64.efi is the fallback bootloader, if the selected one doesn't load
- BOOTX64.EFI is hence the main boot loader, which loads the necessary shims from the redhat subdirectory as needed.
The other ones are essentially executables to be used by the main bootloader, and you'll want to have them all;
- mmx64: mok signing utility, you want this if you want your server to be able to verify the bootloader it's loading is legit. Server deployments usually insist on this secure boot. If everything is correctly set up, it just calls grub.
- grubx64: GRUB loader as loaded by the main bootloader
- shimx64 / ~-redhat: shim bootloader that can be signed by your mainboard vendor, or a trusted third party (typically, Microsoft), and allows to boot the rest securely
On a Dell server, in the F11 boot menu when making an Add Boot option, which of the above is the proper one to choose?
That should never be necessary, though. Boot manager installation happens during operating system installation (or later, at your behest), using efibootmgr --create …. Note that if you're transplanting a boot disk from one machine to another, you must have enrolled the same signing keys on that new machine, or else secure boot will suspect you're trying to compromise the server's integrity and refuse to load your bootloaders. This is not a problem if you're not enrolling your own keys.