... OK, it works!
Just create a new Fusion Windows 8 VM, similarly to how detailed in the Parallels article above, i.e., without a hard drive; then, edit its .vmx, adding firmware = "efi" to it; finally, attach your WTG drive to a USB port and start the VM, which will drop into an EFI shell (in the meantime, set the WTG drive to always connect to Windows, in the VM's USB settings), and then execute these commands in the EFI shell:
Shell> fs0:
fs0:> \EFI\BOOT\BOOTX64.EFI
(if your WTG is 64-bit), which will finally let the VM boot from the USB (flash) drive, and then configure the OS.
Here all this is explained:
http://technet.microsoft.com/en-us/library/cc749064(v=ws.10).aspx
Sadly, you must repeat the EFI shell procedure at every boot, which is quite annoying.
Anyway, WTG USB boot works also in VMware Fusion, and the Tools work, too, once installed: very good!