Update! Here is a little Video of my Imac and the Teensy working great. Sorry for the bad quality.
http://www.youtube.com/watch?v=XcYGQyuVEWk
Like I wrote above I tried to Brute-Force the EFI Password, because it has not the long waiting time like the 4 Pin Page when you boot normal. Started at 10:33 AM (Germany) and looked every hour at it until 15:33. Suddenly a friend arrived and we talked for about two hours. At about 18:35 I looked at my screen and saw that I was at the 4 Pin Page and it says I have to wait 5 Minutes. For my opinion there are only 2 possible reasons:
1. Something went wrong with Teensy or Imac (maybe reboot after 1000 tries?) and it started up normal. So I have to start again.
or
2. Teensy wrote down the right code and Select Boot Drive Page appeared. In fact that Teensy will press the enter key, the system was booting with harddrive, which guide us to the 4 Pin Page!
In my case the code has to be between 0900 -1900!
Will try more in the next days