To enter the BOOT mode, connect the Pico to a Mac/PC USB port.
Hold down the BOOTSEL, then press & release the RESET, and release the BOOTSEL.
Thanks @zpm1066 .
That was the goal of my ‘design’ to replace that procedure with a simple click. 
Some STM32 boards have these two buttons next to each other which allows to enter BOOT mode with a rolling finger maneuver.