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.