Well, there are OS loaders - both heavier (Windows, GRUB, BSD Loader), and the "real menu" (rEFInd, Gummiboot). Shim, which includes the UEFI Secure Boot platforms for Linux, consists of an application, as well as a protocol setup for use by other applications.
Then you have things like the Linux kernel, which when compiled with CONFIG_EFI_STUB becomes a valid UEFI application, with awareness of the load itself.
And firmware updates can also be sent as UEFI applications.
The UEFI shell itself is an application.
Then there are things like utilities for factory performance testing, development diagnostic tools, ...
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