I've had success with using exFAT on my Mac for installing Windows, but I think that support for this in EFI on most hardware may be even less common than NTFS

I've had success with using exFAT on my Mac for installing Windows, but I think that support for this in EFI on most hardware may be even less common than NTFS support in EFI. Using DD for windows images has been a pain for years, even before windows 10, manually copying the image content with rsync to a correctly formatted external drive for me was the most reliable way in the Win8.1 era.