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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 for Ubuntu 15.04.
It might have some slight differences against Debian but it's basically the same.
Hope it helps.