Hi, I am currently dual booting Windows 10 and macOS Sierra.
I had done similar steps in setting up macOS Sierra like shrinking my windows partition and deleting/reformatting my macOS partition. Here I am, running with Windows 10 and macOS and non of them are harmed in any way.
In order for you to progress, you'd go with your later route, i.e: "boot with macOS USB installer, wipe macOS and start new installation with the macOS Sierra USB installer."
Remember, format the partition (not the disk!) in disk utility when you boot into macOS Sierra with the USB.
I do not know if the re-installation of macOS will wipe the EFI partition (which I doubt). But yes, it's safe to copy the EFI folder for the microsoft windows partition.