Okay i managed it by myself but want to tell you the answers for that.
So its possible.
In the latest ASG v9 you can easily activate the TFTP filename and next-server DHCP Options. in 8.3 you need to do this manually by logging into the ASG via SSH and root (trough loginuser first).
Once youre root, execute the following commands "cc"->"OBJS"->"dhcp"->"server"->"REF..." which is the DHCP Server you wanna add the options.
then modify the following command to fit your needs and type them (but leave first and last ")
"custom = "filename \"pxelinux.0\";\nnext-server 10.10.10.4;""
this will add the filename and next-server options using the custom-options method.
then "w" to write the config via the ASGs MiddleWare and then "exit" to leave the Confd "cc".
done.
now you can easily create paketfilterrules like u normally did but also for PXE booting (TFTP at least) but you can figure this out by watching the live log while trying to PXE boot.