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
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.