My Mac mini couldn't boot from a Windows 8 DVD after running Boot Camp Assistant. The DVD was bootable and I verified with Parallels that it was indeed so.
Mac mini server 2012, 2x1 TB, Apple DVD drive connected to Thunderbolt display.
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Turns out when I connected the DVD drive directly to the Mac mini it could boot with no problems.
Apparently Thunderbolt cannot be used for booting, at least not for non-network booting.
Note that I also tried to let Boot Camp Assistant create a bootable USB stick which utterly failed and took hours to do so. Safest bet appears to be a bootable DVD and a DVD drive connected directly to the Mac.