Nerdpedes,
have a look at
https://security.stackexchange.com/questions/64915/what-are-the-biggest-security-concerns-on-pxe
Best of:
I can capture a full machine image. Do your systems automatically connect to the domain controller after setting up the machine? If so, this image probably has domain controller credentials on it, that I can capture and use elsewhere.
Computer makes a DHCP request --> DHCP server responds with address and PXE parameters --> Computer downloads boot image using TFTP over UDP
If the good guys got the traffic on that low level, unencrypted. Then they would have it all.
And after the machine shuts down, the entire partition that the PXE was mounted on can be reformatted, and written over with military grade erasure so there is no evidence that the PXE boot was invoked
This is how computer builders load the image on your PC or Laptop and configure it the way you ordered