It's very easy to start another session using the most recently run program and settings:
 File menu 
 Re-Start Application... 
 starts the most recently launched program 
or click on the re-launch icon on the session toolbar.
 
or use the shortcut
 
  Re-start application
No wizards or dialogs appear, so be ready for the application to start right away.
In the general questions see Why might Inject or Launch fail? for troubleshooting launch problems. 
There is no difference between wizard and dialog interface mode when re-launching.