There aren't too many simple guides that show you how to use commands to setup your USB or other drive as a normal bootable drive where you can easily boot custom kernels or whatever OS you would like.
1. Get the tools we need:
We install "syslinux" for MBR and "syslinux-efi" for EFI and "MBR" as we need a tool that embeds the actual MBR into our USB:
sudo apt install syslinux syslinux-efi mbr........