Talos is known to work on Xen. We don’t yet have a documented guide specific to Xen; however, you can follow the General Getting Started Guide. If you run into any issues, our community can probably help!
Note: For Secure Boot, you can force setup mode with varstore-sb-state <VM_UUID> setup or xe vm-set-uefi-mode mode=setup uuid=<VM_UUID>. Don’t forget to re-enable Secure Boot after the first boot.