[sakjur]

Chicago Manual of Style [6.51, 5.250], though I'd argue this is pedantry for casual conversation. From 6.51: "[...]Note that in formal writing, Chicago prefers to confine the abbreviations i.e. ("that is") and e.g. ("for example") to parentheses or notes, where they are followed by a comma".

I think a secondary argument could be made that i.e. and e.g. are typically used to clarify something in a second clause; e.g., "it can chainload into any form of boot image (e.g., an EFI image or a Linux kernel) rather than being restricted to the PXE image format".

I would recommend picking up a copy of CMOS if you are in want of good ways to explain English grammar. English is my secondary language, and it's occasionally helpful for me to have access to a reference for its grammar when I struggle with understanding a concept. Just keep in mind that languages are bendable and any guide is descriptive and not prescriptive for informal communication.

[scoot]

Belated upvote for answering the question, in contrast to the many who downvoted because they don't understand how to use "e.g." correctly, and were too lazy to find out.