I keep mine set to HDD, CD/DVD, USB. When I want to boot from something other than the HDD, I press F12 (on my Lenovo) to get the Boot menu. From there I can select the device I want to boot so never a reason to change BIOS/UEFI Setup.
Not sure what Fn key or key combo your computer uses but you should be able to do the same.
If you set USB as the first boot device you often end up in a boot loop. For some reason it doesn't always ask you to pree a key to continue when booting USB.