The speed of processor x in group 0 is being limited by system firmware

Did you change the advanced options in the power plan such as the PCI express and processor power management?  I know the default for the cooling policy is passive which will slow the processor before increasing fan speed.  Active will do the opposite increase fan speed before slowing the processor.  Also the minimum processor state will need to be changed it allows allow the CPU to automatically down clock.  Default is 5% increase it to 100%.  Also change the graphics to max performance since it is built into the CPU.  Changing all of this will really cut the life of your battery an heat things up. 

I will warn you though, if you are in a situation where some rouge process is unknowingly maxing out the processor for a period of time and the fan can't keep up with the cooling the thermal protection will kick in and shut your pc off with no warnings.  Bad flash is a prime example.

I think you all are getting this warning because you are running hot at times and some function is kicking down the processor speed to dissipate the heat and this is where the firmware and power saving in windows is conflicting generating the warning.  A example might be a windows process says I need 100% CPU and the firmware says sorry I am to hot you only get 5% and logs it as a warning or vice versa.

Not all warnings are bad and if you see this in your event log and can't tell when it is being logged expect by looking into he event log I say ignore it.  If you are crashing and see this event logged right before the crash its something to worry about and I would suspect heat.  My guess is unlike a desktop and laptop the fans in the surface are not running all the time or barely spinning to preserve battery power and if the surface heats up real fast it dials back the CPU to cut down on heat and logs the warning and if it still does not cool down it cranks up the fans.... if that does not cool things down it just shuts off - just a guess.

The only 2 scenarios I can come up with that would cause this warning is aggressive power management so they can say the battery lasts 4 hours give or take or heat.

I stopped-in to the MSFT store.  They immediately agreed that this is problematic.  They uninstalled all drivers and let Windows (10) reinstall all drivers.  Device Manager showed all sorts of problems.

After this process, the issue in Device Manager went away.  I have been using the machine for hours since then without any issues.

They did say, however, that if the issue comes back, this would be a candidate for a swap-out for a new Surface.

On a side note, I can't say enough how helpful the folks at the MSFT store have been, in multiple locations.  Nice to see it from MSFT.