I'm using it and twrp persists. I have just flashed on fastboot.I had to format the USB key as exFAT, and it worked in cofface's version without any problem.
---------- Post added at 01:43 PM ---------- Previous post was at 01:30 PM ----------
MIUI seems to overwrite TWRP and flash its own recovery again. I recall that I had the same issue at first with my Note 4X (mido), but I don't remember how I made TWRP persistent. For now, I don't want to flash a custom ROM on my dad's rolex, but I'd like TWRP to remain on the device. Any help would be appreciated.