Resources:
Find your USB-Stick using lsblk. 
I will refer to the stick using /dev/sd[?] (the device, not its partitions).
Unmount any partitions before you continue.
I used VFAT for updating my BIOS.
sudo cfdisk /dev/sd[?]W95 FAT32sudo mkfs.vfat -F 32 /dev/sd[?]1  (Use the partition, not the device)Good when using the USB for both Linux and Windows.
exfatprogssudo fdisk /dev/sd[?]o, entern, enter, accept default optionst, enter, 7, enterw, enterq, entersudo mkfs.exfat -n "my label" /dev/sd[?]1  (Use the partition, not the device)