I'd just try the external device and see what happens.
I have a two-year old Sony Vaio VGN-495J laptop which I would like to be able to boot up with a USB drive.
I have yet to see Sony offer upgrades to such.
But I have found such external boots to encounter limits. For example one laptop I own can't boot a bootable on other machines 8GB stick. But it does boot from 4GB and smaller sticks.
Since you didn't reveal much about this stick and if it works on what other machine I hope this gets you going.
Sorry but I rarely write about UEFI when folk have a Pre-Windows 8 PC. But what you noted is a horrible decision in my opinion. Here's a EFF link about it.
Big screens for the big game
Still looking for the best TV deals ahead of Sunday's game? Here are our top three big screen picks.