If you see Select boot device option, and the screen asks you to select UEFI Boot sources, then this post will help you confgure the correct boot source.

It’s important to check the boot order in BIOS and consider reinstalling the operating system if necessary, ensuring data backup beforehand. Related: Default Boot Device Missing or Boot Failed.

It seems that the SD card slot in the new MacBook Pros does count as a bootable device; all you have to do is install OS X onto a card, set it as the default boot device, and you're good to go ...

1. Bypassing the boot drive If for some reason you cannot boot from an external drive or CD ROM, one method of ensuring the system will not load off the main boot drive by default is to bypass it ...

With Startup Security, which is US$19.95, you can completely prevent the boot-up of a machine without the proper password and enable three different modes of security: Off, Default Boot Device ...