The European Dipole (EDIPO) test facility is undergoing a major upgrade of its magnet assembly, which will provide ground for testing both fusion and high-energy physics superconducting samples at variable temperature and with a background field of 15 T. In view of a cooling of the superconducting magnet based on a saturated helium bath, a helium vessel has been designed and procured. In this work, we present a preliminary design of the pressure relief system of the helium vessel. After having introduced the main requirements of the cryogenic circuit, we describe a staged pressure protection concept. A bursting disc, chosen as safety pressure relief device, is then sized following the appropriate European norms and according to credible accidental scenarios. Finally, we introduce the need of pressure relief and helium recovery following a quench of the superconducting magnet, after having determined the actual heat load transferred to the helium bath. Numerical simulations are also employed to study the dynamics of the pressure and temperature evolutions, and ideas for future studies are briefly discussed.