If the boot disc is on MicroSD, that's the issue -- the system cannot boot from SD card.  
Hello, I just purchased a XPS 13 9365, and trying to install Linux for double boot. Created a bootable microSD card and this machine checked it on my MacBook and it boots fine. Now on the Dell when boot into the one time boot option it has two options, Windows Boot Manager or UEFI hard disk. No matter which I select, it boots into Windows. What gives? Thanks in advance
XPS 13 9365, one time boot option not working