Recently, you installed GNU/Linux and deleted the /EFI/APPLE directory.
But now, you need to boot from a USB key and holding the Option button no longer works! Even the recoveryHD USB doesn't work.
Why? Because this code was located in /EFI/APPLE/.
Here is how to restore it and why not, keep your EFI up to date on a macbook pro without having MacOSX installed.