It's very easy to start another session using the most recently run program and settings:
or click on the re-launch icon on the session toolbar.
or use the shortcut
Re-start application
If the previously launched program was Native, .Net or .Net Core the application will be restarted immediately. No wizards or dialogs appear.
If the previously launched program was a service the appropriate monitor service dialog will be displayed.
There is no difference between wizard and dialog interface mode when re-launching.