Four 4GB sticks and 4 2GB sticks would give you a configuration that won’t give an error. We never shipped UDIMMs greater than 2GB, but it probably, as you have found, works fine, it just isn’t validated. The recommended way to get to 32GB is to buy four 8GB RDIMMS and replace all of the existing memory.
I have a dual processor PowerEdge R710 that current has 8 sticks of dual rank 2GB UDIMMS. I am attempting to upgrade the server to 32GB and ordered 2 matching 8GB dual ranked UDIMMS. Called Dell and well they are unsure does anyone know what would be the correct placement to get this all to work in Optimized mode? Original Configuration - 16GB Optimized Mode  Current Configuration - 28GB Advanced ECC Mode, Replaced the 2GB sticks in A2 and B2 with the 8GB sticks and getting boot error  as described but all works other wise.
PowerEdge R710 Upgrading RAM by adding 2 8GB sticks