UEFI with Secure Boot enabled will only load the stage 1 bootloader if it is signed with the firmware trusted certificate. We don't know if this component is malicious, we just know it is signed by the certificate.
The stage 1 bootloader (shim) will then be responsible for loading the next component (stage 2 bootloader). It will only boot the component if it is signed with a trusted (chosen by the user/distro) certificate.
The bad guys can't insert themselves into this process, as they either have to be trusted by the UEFI firmware (protected by an owner password), signed by Microsoft (to replace the shim) or be signed by the distro's certificate.
As long as the chain is unbroken it is secure.