I finally found out how to fix this issue. 

Reboot and press `F2` to enter the bios. 
- Go to the `General` section then click `Boot Sequence` 
- Make sure the `UEFI` option is checked.
- click the `Add Boot Option` button
- on the `Add Boot Option` panel click the `File Name` button
- Browse to the `shimx64.efi` file and click `Ok`
- Enter a name in the `Boot Option Name` field then click `Ok`.
- Save the changes and reboot

Here is a [step by step][1] for Ubuntu 15.04. 
It might have some slight differences against Debian but it's basically the same. 
Hope it helps.


 [1]: https://www.dell.com/support/kbdoc/en-us/000141125/xps-13-9343-how-to-install-ubuntu-developer-edition-14-04-on-a-dell-pc-configured-for-the-unified-extensible-firmware-interface-uefi-bios