Incremental and quantitative improvements of two-way interactions with e x tended realities (XR) are contributing toward a qualitative leap into a state of XR ecosystems being efficient, user-friendly, and widely adopted. However, there are multiple barriers on the way toward the omnipresence of XR; among them are the following: computational and power limitations of portable hardware, social acceptance of novel interaction protocols, and usability and efficiency of interfaces. In this article, we overview and analyse novel natural user interfaces based on sensing electrical bio-signals that can be leveraged to tackle the challenges of XR input interactions. Electroencephalography-based brain-machine interfaces that enable thought-only hands-free interaction, myoelectric input methods that track body gestures employing electromyography, and gaze-tracking electrooculography input interfaces are the examples of electrical bio-signal sensing technologies united under a collective concept of ExG. ExG signal acquisition modalities provide a way to interact with computing systems using natural intuitive actions enriching interactions with XR. This survey will provide a bottom-up overview starting from (i) underlying biological aspects and signal acquisition techniques, (ii) ExG hardware solutions, (iii) ExG-enabled applications, (iv) discussion on social acceptance of such applications and technologies, as well as (v) research challenges, application directions, and open problems; evidencing the benefits that ExG-based Natural User Interfaces inputs can introduce to the area of XR.