The Dell K2000 lacks one very important feature and that is the ability to PXE boot from a UEFI environment. It has no issues when using PXE booting BIOS but UEFI is not a supported feature. This looks to be a feature that has been requested since 2013 and is still not available.
Dell advises their clients to use the USB stick method to get around this. Although this does work it is definitely a bit of a pain.
There is a workaround and it involves using a WDS server.
Image up a Windows server in this case I was using Windows Server 2012 R2. Install the Windows Deployment Server Role on the server and then open WDS up.
Next you want to download the bootable USB. Login to your K2000 and then navigate to Deployments --> Boot Environments select the boot environment you have created and then "Download bootable USB flash drive image for this boot environment"
Open this folder up and go to ..\files\sources\boot.wim and copy this file over to your WDS server. In WDS right click on boot images and select "add boot image" and browser to the file location. Now right click on your WDS server and select properties under the PXE Response tab select "Respond to all client computers" then under the Boot tab select the boot.wim file for the x64 and x64 (UEFI) architectures.
I had trouble getting it to work using DHCP option 66 and 67 so I ended up removing those and adding IP Helper Addresses on the switches to point to the WDS server. After that PXE boot up a client computer and watch it connect to the Dell Kace Environment.