XTU modifies the BIOS settings. You do not need to run XTU each time you boot your computer.
It is likely that there are more settings available in the BIOS than in XTU. This happens for 2 reasons:
1. XTU is not programmed to look for the all the possible settings (there are a couple of dozen).
2. It is up to the BIOS programmer to 'expose' the settings so XTU can modify them. Not all the BIOS settings that XTU could modify are 'exposed' in every BIOS. This happens even among different boards from the same manufacturer.
That's excellent. I used settings that were suggested by intel, and they have greatly increased the performance of the CPU. But some of the settings were somewhat subtle, and there I had no way to tell that the were persistent.