I've always used Rufus to create bootable USB sticks for both Linux and Windows. While I was trying to reinstall Windows 10 in a old machine that was having problems booting from a USB stick, I discovered Ventoy - an incredible tool. Spoiler: it solved the issue that I was having with that machine.
It's simple: you install Ventoy in your USB stick. From that, just copy how many .iso files from different operational systems as you want to the USB storage.
While booting from USB, Ventoy loads a menu enabling you to choose from what .iso file you want to boot. No more formatting your USB stick when you have to install a new OS or try a new Linux distro.
Ventoy is an open source software, it's available for Linux and Windows and supports more than 830 OSes. You can find the instructions on how to use it in the project website.