We have the Latitude 5480, Skylake chipset and TPM 1.2.  Have UEFI enabled and after installing Windows 10 I can connect the WD15 without any Bitlocker issues.

I loaded Win7 on the same system (UEFI enabled with Legacy Option ROMS enabled) and the OS works fine but I get prompted for Bitocker recovery key when I reboot with the dock connected (imaged without the dock).

I called Dell support and they said it is not their problem, contact Microsoft.  Microsoft Support recommended that I go back to Legacy mode but that does not work either.  I upgraded to TPM 2.0 with UEFI and that allows boot cycles without getting the Bitlocker recovery key prompt.

Has anyone else experienced this?  If so, have you had success in automating the firmware update to TPM 2.0?