You don't want to put your database calls in the Shared project. The goal of the Maui app is to allow a user to download the application onto their device and run it (we call this the client app). It is not good security practice to call a database directly from a client app. Instead, the Maui app should call an API in the Web app to obtain any data.
So in this case, put the EF related items in your Web project. You can move your models to the Shared Project; however, it is also best practice to leave them in the Web app. Then create POCO versions of the classes in the Shared Project. The POCO versions don't have navigations and remove any fields you don't want the client to know about. The POCO versions could also use data annotations for field form validations. Then use the POCO versions for the Web and Maui UI side.
BTW, as this new template just came out. I am trying to get ASP.NET Core Identity to work with it. After a day, no luck so far. Hopefully someone will put up a tutorial soon.
Hope this helped?