Creating a Macrium Reflect USB boot media

Actually, the option in Reflect's Create Rescue Media wizard is to create either legacy or "multi-boot" media, not UEFI-only.  The only difference that checkbox makes is that when it's enabled, Reflect will only create Rescue Media on a flash drive formatted as FAT32.  When it's disabled, Reflect will create Rescue Media on a flash drive that's formatted either FAT32 or NTFS.  The underlying issue is that for reasons not worth getting into here, Legacy systems boot just fine from either FAT32 or NTFS partitions.  But with UEFI systems the system firmware has to natively support reading the file system of the partition being booted, and in the UEFI spec, FAT32 support is mandatory, but NTFS support is optional and not very widely implemented -- and therefore it's not a good idea to use NTFS if you're trying to create media that can be booted in UEFI mode.

If your XPS system is normally configured to boot in UEFI mode, then as long as you have a flash drive formatted as FAT32 and check the multi-boot box in the Rescue Media wizard, you'll be able to boot the Rescue Media in UEFI mode, no need to switch the system to Legacy.  The easiest way to do that is to press the F12 key during system startup to access the one-time boot menu.  As long as the flash drive was inserted when the system first started up, you should see it listed as a boot option, and then you don't need to mess with the BIOS boot order.  And incidentally, you specifically would NOT want to temporarily switch to Legacy anyway, because the Rescue Media's "Fix Boot Problems" function operates differently based on how the Rescue Media was booted.  If it was booted in Legacy mode, it attempts boot fixes meant for Legacy systems, so if your system normally boots its OS in UEFI mode and you temporarily set the system to Legacy just to boot your Rescue Media, then the Fix Boot Problems function would be useless.