efi: Check for failure to create objects in selftest

At present a few error conditions are not checked. Before refactoring
this code, add some basic checks. Note that this code still leaks memory
in the event of error. This will be tackled after the refactor.

Signed-off-by: Simon Glass <sjg@chromium.org>
Signed-off-by: Alexander Graf <agraf@suse.de>