Yeah same here! I haven't been able to boot directly off SD card slots with Surface Pros, only with some Android devices in the past and the Raspberry Pi's ofc :D
BUT! If you put the images on the microSD (so the path is SD\AndroidOS) instead of C drive while installing, and use a USB stick to boot just for safety, it might work if the SSD is full.
Check this, just adapt the guide or other guides here to your case:
https://groups.google.com/forum/#!topic/remix-os-for-pc/Rzo7rDxTfVwI've used microSD's for VHDX images of Windows 10 test versions though, just directing bcd to look on the SD card for the image, it's worked pretty nicely especially with fast random read cards. I'll try how it works when the images are on the microSD card hopefully next week! And also getting the grub efi files to work through SSD's EFI partition, so that no usb hassle is needed. That'd be sweet, a tiny bit of extra on EFI partition and the images on microSD, not wasting the precious space of the SSD... Good luck :D If you succeed please share how!