I've since moved from a straight Zorin OS-only USB stick to a Ventoy USB stick containing the Zorin OS .ISO file and the Hiren's Boot CD Win10 PE .ISO file.
This allows me to use Win10 PE to update the UEFI (since HP only provides UEFI updates in Windows-specific format), in addition to booting to the Zorin OS .ISO to do full backups and for emergency booting.
The further advantage of this is that you can drop any .ISO file for any Linux flavor onto the Ventoy USB stick, and try it out. I've got Pop!OS on there, too (although Pop!OS isn't to my liking, so I'll likely delete it).