How do to hibernate OS X in order to reboot to Windows 10 I have Yosemite and Windows 10 installed on my Macbook Pro 2015.
On Windows 10 I can hibernate. Then press the power button and hold down ALT key to boot from OS X.
However, I can't do the same thing the other way around.
I have to shut down Yosemite or restart, in order for the ALT key to work for booting options.

I tried the pmset hibernationmode 25 thingy with 1 second of standbydelay - when I press the sleep button and after that the power button, holding down ALT key doesn't give OS boot option menu.

Is there a way to achieve with OS X what Windows does?

I am trying to find a working way to do that for a few days now, browsing a bunch of topics here on stackexchange and different articles over the internet - nothing seems to work.
I haven't tried third party paid applications though.
Tried DeepSleep application - it's hibernation feature also doesn't bring up the boot menu when holding down ALT either. I am not even sure if it even hibernates.
Nope. OS X only has sleep, no hibernate mode. If you want to save your work while dual-booting, try a virtual machine, like Parallels or VMWare Fusion.