USB drive not detected in Intel EFI shell

The first problem that you write in UNIX style. But the UEFI uses DOS style. So your sequence of commands:

map
mount blk0 aaa
aaa:            // !!! change disk in dos stile
cd EFI\debian    // use backslashes
grubx64.efi      // run bootloader without "./"

The second problem - you have nothing written about the disk partitioning system. You can`t use DOS partition system. Use GPT(GUID Partition Table). In Linux use gdisk. (fdisk does not fit).

As the partition types use EF00 for the boot disk(fat32), 0700 for the root partition (Ext4 for example)

so your drive will look like this:

gdisk -l /tmp/disk
GPT fdisk (gdisk) version 0.8.7

Partition table scan:
  MBR: protective
  BSD: not present
  APM: not present
  GPT: present

Found valid GPT with protective MBR; using GPT.
Disk /tmp/disk: 2048 sectors, 1024.0 KiB
Logical sector size: 512 bytes
Disk identifier (GUID): 21FCB27E-DBE0-47F9-9D03-811638115E24
Partition table holds up to 128 entries
First usable sector is 34, last usable sector is 2014
Partitions will be aligned on 2-sector boundaries
Total free space is 0 sectors (0 bytes)

Number  Start (sector)    End (sector)  Size       Code  Name
   1              34              53   10.0 KiB    EF00  EFI System
   2              54            2014   980.5 KiB   0700  Microsoft basic data

Fantastic.

I had this problem with a Fedora 22 Live image on an USB stick created as per UEFI boot of USB sticks using

livecd-iso-to-disk --efi --format --reset-mbr Fedora-Live-Xfce-x86_64-22-3.iso /dev/sdX

Which gives a bootable GPT-organized disk with a VFAT partition.

Then I tried to myy a ZOTAC Nano CI320 using that stick and found myself in a EFI shell (with swiss french USB keyboard mapped to US, but thta's by the by).

The above and UEFI Shell got me out of the dead end:

...and off we go!