What I'm doing is just using GPT partitioning, creating one NTFS partition and copy all files there. All my computers were able to boot in UEFI mode from this USB drive and successfully install Windows. With Linux it was a bit more cumbersome, but most Linux distros are hybrid ISOs anyway, so it's not as big issue. I know that UEFI BIOS is not obligated to support NTFS partitions, but my little practice they do.