You need to be speaking with DELL regarding this. An upgrade processor must be socket, BIOS, and chipset compatible for such an upgrade.
All thee of these processors are socket compatible:
The bad news, as you have already stated, is that the processor is soldered to the board. Your chances of successfully unsoldering the old, and installing and soldering the new, are extremely low.
However, you need to ask DELL if their BIOS supports the processor you want to use for the upgrade.
You are absolutely right. But the thing is I really doubt if the manufacturer of my MB would care to answer me. I wonder if I can read the supported CPU list from the binary BIOS file.