Hey,
I was able to do this on my last installation (10.10.5), and it allowed me to use my r7 260x. However, I had to reinstall my mac, and now this solution does not works for me.
I have done every step, and it went without an error. However, I still get the boot0 error with the random characters when booting with my r7 260x. I think that the system does not boot from the EFI partition, because if I remove the extra folder from my original boot volume, I get a really basic boot screen, where I can select hd(0,2) (which is not the EFI partition). Also, when I click "About this mac", it shows the original volume as the booting volume.
So, any idea how to make it boot from the efi partition? I really need a strong VGA for my projects.