I recently created a bootable USB Thumb Drive containing a Linux Live Distro. I created it on a PC running Windows and tested it successfully on the same PC.
Now I want to run the same Linux OS on my Mac with an Apple T2 Security Chip, using the same Thumb drive.
I booted into Recovery mode to allow booting from an external drive.
After restarting and holding the option
key, I got a choice of "Macintosh HD" or "EFI Boot". I chose "EFI Boot".

After what looked like a Mac loading bar, I finally got the following message: "Unable to verify startup disk."

My question is: How can I create a bootable Linux USB drive (read-only, I don't need to persist anything to the drive) that will reliably let me boot it both on my Mac and a PC device ? Do I need a specific Disk Format ? Do I need to create it with a specific software?