UEFI works with USB but not with HDD

[Dan <ganchya@gmail.com>]

Hi,
I just bought a desktop (Dell T5810). I tried to install Jessie with
UEFI. The USB installation (netinst) works perfectly. I installed the
whole system and I can see it in the UEFI/BIOS menu. Surprisingly when
I try to boot the system I get "No bootable devices found"

I tried all the options of the BIOS but it does not work. I already
installed Debian with UEFI in another system and it worked fine. Would
that mean that I have a buggy BIOS? What surprises me the most is that
the USB/UEFI works but not the HDD/UEFI.

Thanks,
Dan