Here is the difference between BIOS and UEFI booting.
With BIOS, Grub4Dos exposes the contents of the ISO via the "phantom" partition sdb4. So your "w_bootfrom=/mnt/sdb4" works.
But with UEFI's GRUB2, that mechanism does not exist. So you need to expose the SFS files by copying them to the PuppySFS folder (or whatever you want to call it).
Recent Puppies handle this via the "find_iso" boot argument. So the Init can mount the ISO and locate its SFS files without needing extra help.
Porteus booting has the easiest way. Just name the ISO file in the "from=" argument.