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In addition to the new KB Nick posted, I personally wasn't comfortable with storing auto-unlock keys on Rescue Media for a variety of reasons, but I found that the "manage-bde" command is available in WinPE, so if you're comfortable working with Command Prompt, that gives you everything you need to manage BitLocker volumes inside Rescue Media without needing to store any keys for anything, though in that case you'll need to supply the 48-digit Recovery Key for any system volumes you wish to unlock within Rescue. Manage-bde also allows you to manage BitLocker To Go volumes (using their normal password or Recovery Key) the auto-unlock keys for which the Rescue Media wizard might never have stored anyway even with that option checked. Finally, it even helps you get the correct syntax for what you want to do because you can start with "manage-bde -?" to see the initial commands available, then enter "manage-bde [first command] -?" to see valid input after that first command, and so on.
@Nick, I suggested this in my own Wish List thread about Enhanced BitLocker functionality in Rescue, but the availability of the manage-bde command might be worth noting somewhere in that KB article as an alternative means of working with BitLocker volumes in their unlocked state for users who are comfortable with Command Prompt but aren't comfortable storing auto-unlock keys and/or might want to store backups on BitLocker To Go volumes.