Geh mal nach der Anleitung von XDA bzw. des Xiaomi.eu Forums. Du musst mit "fastboot boot twrp.img beginnen und von dort aus dann TWRP fest installieren:
1. Download minimal_adb_fastboot
2. Download the TWRP file for Mi11/Pro/Ultra.
3. Rename the downloaded file to twrp.img, copy the TWRP file to the Minimal ADB and Fastboot folder in drive C.
4. Download the Xiaomi.EU rom for your phone (find it yourself on the web). After downloading, copy the rom to the phone (should be in the root directory for easy finding later).
5. Put the phone into Fastboot mode (Power key + volume down key).
Run the file: "C:\Minimal ADB and Fastboot\cmd-here.exe"
Type the command: fastboot boot twrp.img
Wait for the installation, the phone will automatically run into TWRP
6. On TWRP, Change the language of TWRP to English, by clicking the right button on TWRP and select English.. then OK.
7. Enter the device (phone) password and press Enter for TWRP to have access to the file.
8. Install TWRP recovery to phone by: Select "Advanced" and select "Onekey inject TWRP". (wait for the device to install). Next time you want to enter TWRP, just press the power key + volume up (volume up).
9. Install the rom by on TWRP, select Install -> find the rom file mentioned in section 4.
10. After the installation is complete, wait for the device to restart (it takes about 5 minutes).
Update: TWRP currently does not support the "update-package" command. So after updating you still have to manually select the downloaded zip file to install. So having TWRP saves the need for a computer, but it's not available for OTA yet
(The device will not lose data if you are using XiaomiEU rom with the same version (stable -> stable, dev->dev))