On my vanilla Nexus 5X, I tried booting into recovery, but there isn't a recovery there! It just shows an icon with the BugDroid and a red triangle with an exclamation point. The only way to install a recovery is if you unlock the device, at least so far as I can tell.

EDIT: the solution, if you must have it right now, seems to be to use this beta program, which was meant for getting Android 7 betas and apparently short-circuits you to the Android 7 final release.