Rescue disks are an O/S-level item. Your O/S should include information regarding how you generate a rescue disk.
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The best answer I can find which is aligned to Intel's responses for Window's users (see Re: Réinstallation STCK1A32WFC) is to following the suggestion from User Guide for Intel® Compute Stick STCK1A8LFC and expand the "Operating System Recovery" option and follow those steps. And then to avoid any warranty infringements by installing an Ubuntu ISO directly the process to follow if the "Operating System Recovery" fails is to arrange for an RMA.