If you want it to boot in UEFI mode without disabling Secure Boot, you must format it as FAT32. The problem is that install.wim usually exceeds 4GB these days. To solve this you can simply unzip the ISO file with 7-Zip, and use NTLite (or other tools) to split install.wim to install.swm, then recreate the ISO file.
I've recently installed Windows 10 on two PCs, a brand new one (in UEFI mode) and a 10 year old one (with the legacy BIOS). Both worked with a USB drive formatted as NTFS and the Windows ISO extracted onto it (using 7-zip). I didn't expect it would work so easily, but it did. I didn't even have to mark the partition as 'active', which I know I had to do in the past. YMMV, of course. Every motherboard is different. For the record: I have Secure Boot disabled.