Boot Mac from USB with Bluetooth keyboard fails

Works at least with Apple's bluetooth keyboard. Sometimes the timing might be important so hit Option when you hear the startup sound (works for me if I just keep pressing Option when restarting). If your Mac model does not have startup sound and you can not activate it, shutdown and keep pressing Option while powering up.

It matters when you start pressing Option (I guess it is better slightly too soon while too late does not work at all. ...but not a minute too soon either...), it does not matter when you let go of the key if you want to access the boot options screen.