I’d never use any stick but here’s a guide form Apple:
An external storage device must have only a single data partition, and it must be formatted as APFS, APFS (encrypted), macOS Extended (HFS+), exFAT (FAT64), FAT32, or FAT. To change the formatting of a storage device, use the Files app on iPad or a Mac or PC.
you need either Apple’s Lightning->USB/Camera adapter or a lightning<->USB stick like the SanDisk’s iXPand.
The lightning sticks - depending on the model - might require to use an app (they are not necessarily accessible directly from Apple’s Files).
If you use an USB-Stick exclusively on iPad or between iPad and Mac format it as APFS (on the Mac); for data sharing with other OS exFAT is the best option, because you will not run into file size restriction due to the file system.
I would strongly recommend using Apple’s adapter. What version of iPadOS are you using? The format-option @User #07242024 pointed to is available since iPadOS 18.x
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