When I try to do this there is an option to create a legacy or UEFI boot media. So do I select UEFI because I read if I create the usual boot disk I might have to set the Dell XPS to legacy mode in the BIOS for it to recognize the disk.

If I do create a UEFI USB boot disk will it be automatically recognized on boot or do I have to set up a boot order in the BIOS like with older computers?