The USB sticks must
 
-  be formatted according to FAT32
-  support the newer UASP protocol
-  support the older BOT protocol.
In addition to the newer UASP protocol, the USB sticks used should also support the older Bulk-Only-Transfer (BOT) protocol. 
As a rule, this is more likely to be the case with older USB 2.0 sticks than with newer USB 3.0 sticks.