Right now with an OTG USB-C to USB A adapter, I have a USB hub connected with a keyboard, mouse, and flash drive with UEFI Windows 10.
Spamming F2 at boot brings me to the BIOS but it refuses to boot to the flash drive. I think it's an old BIOS before they came out with the Windows 10 version of the device.
I'm trying to dig up old posts but en.miui.com seems to be down forever now. I'm currently hunting down any info I can.
Maybe your BIOS is new enough where you can just do those first steps.