The trick for cross platform UDF is formatting the whole stick as UDF, without partitioning (no MBR, GPT, or APM). In that case, it works, I tested this just last week on Windows 10, Fedora 26, macOS 10.12.
It's totally sane. It's "like" FAT32 except you don't have the 2G filesize limitation. NTFS might also be sane, but out of the box macOS doesn't have write support.
It's totally sane. It's "like" FAT32 except you don't have the 2G filesize limitation. NTFS might also be sane, but out of the box macOS doesn't have write support.