Very little if any bottleneck with 2500k and GTX 1060.
Your mobo is uefi so youll be fine. Even if motherboard was legacy bios you'll still be fine.
All uefi gpus carry legacy rom, there are no uefi only graphics cards. The problem arises if Windows is installed using uefi priority boot and try to run a non uefi graphics card, will end up with a blank screen. LGA 775 / 1366 legacy motherboards have no problems running uefi graphics cards, though some models needed secure boot disabled.