I have a question regarding the "Server Referral List"

It is commented as a list for servers OUTSIDE the zone, and I get that.
But what if I have a single PXE server, and would like for it to send request (form pxe clients) to a couple of other (satellite) servers holding the TFTP content (imaging files), then the PXE server could choose the closest server by the locations that I have specified. Is it possible? Or do I have to enable the PXE service on every server for it to work?

Thanks in advance.