> How do you handle saving/loading data?

The linked page has this to say:

"Disk I/O — SAVE, LOAD, MERGE, FILES, KILL, running directly on the UEFI Simple File System."

That's right. It uses UEFI's FAT32.

If you have a PC mainboard whose UEFI supports NTFS, does that filesystem work too?

> If you have a PC mainboard whose UEFI supports NTFS, does that filesystem work too?

Yes. The UEFI Simple Filesystem Protocol is transparent to the UEFI app. The protocol gives you open/read/write/close calls, without needing to know the underlying fs.