A method performed in a client device for setting up a connection with a server device is disclosed. The client device and the server device support a Light Weight Machine to Machine, LWM2M protocol. The method comprises setting up one of a Datagram Transport Layer Security, DTLS, and a Transport Layer Security, TLS, connection with a bootstrap server; performing a bootstrapping procedure with the bootstrap server; receiving, from the bootstrap server, a session ticket and a session key; and setting up the connection to the server device as one of a DTLS and TLS session resumption procedure using the received session ticket and session key. A method in a bootstrap server is also provided, and client device, bootstrap server, computer programs and computer program products are also disclosed.