Thank you! I have got it working now. I did it a bit differently, though. These were my steps:
Create a Windows install USB.
Boot your hackintosh in UEFI mode.
When you get to the prompt for a serial key, press ⇧F10.
Enter the following commands, where "disk 0" is the disk you will be partitioning for both OS X and Windows:
sel disk 0
clean [CAUTION - this will erase all data on the disk]
create part efi size=200
create part prim size=39000
create part msr size=128
create part prim size=29000
create part prim
list part [for verification]
sel part 2
format fs=exfat quick label="OS X"
sel part 4
format fs=ntfs quick label=Windows
sel part 5
format fs=exfat quick label=Shared
Reboot and insert your OS X install USB.
Open Disk Utility.
Select the OS X partition.
Erase it as Mac OS Extended (Case-sensitive, Journaled).
Install OS X.
Boot OS X using Clover on the USB.
After the initial setup, open Terminal and enter the following commands, where ®disk0 is the disk you partitioned earlier:
newfs_msdos -v EFI -F 32 /dev/rdisk0s1
mount_msdos /dev/disk0s1 /Volumes/ESP
Install Clover to the ESP. You can just copy the contents of the USB's EFI partition.
Reboot and insert your Windows install USB. When you get to the prompt for a serial key, press ⇧F10 and enter the following commands:
dism /apply-image /imagefile:C:\sources\install.wim /index:1 /applydir:D:\
Where C: is the mount point for your USB and D: is your target NTFS partition for installing Windows
bcdboot D:\Windows /l en-us /s S:
Where S: is the mount point for your EFI partition.
Now my Gigabyte UEFI has 2 boot options that show up when pressing F12 during boot:
UEFI OS 1 [This is Clover UEFI bootloader]
Windows Boot Manager
Once again, thank you!