How do I create recovery media for the HP Spectre 15 x360, and what media types are supported?

After completing the initial computer setup, you must create recovery media using HP Recovery Manager, which requires an external optical drive or USB drive. Recovery media is not included in the box, and the system can be restored from either the hard drive or the created recovery media. Note that dual-layer DVD-RW, dual-layer DVD+RW, CD-RW, DVD+RW, DVD-RW, and DVD-RAM are not supported for recovery media creation. (Page 2)