'Do it yourself'
When the boot structure is modified in Ubuntu or the booting software, there can be problems until the extracting tools are modified to manage the modification. It is worthwhile to find a method that is as simple as possible and to learn how to use it in order to manage the extraction also when the boot structure is modified.
- For an UEFI only boot flash drive you need no installer
- Make the drive boot both in UEFI mode and BIOS mode
See this link: Installation/iso2usb#Do_it_yourself
Portable installed system booting from UEFI and BIOS
The following web page describes how to install a portable Ubuntu system, that boots in UEFI as well as BIOS mode. It can be installed into a USB pendrive. An original system was not stable enough to survive certain updates. But a new and simplified system seems stable,
These links describe a multiboot pendrive based on the grub-n-iso method.
See also the following links
Booting ISO files on internal drive (actually on any drive)
Booting USB drives with grub2 and iso files 'grub-n-iso'
The 'grub-n-iso' method uses grub2 to boot from an iso file, so once you have such a USB pendrive, you can boot most Intel and AMD computers that can run a 32-bit system (except very old non-PAE systems, systems with too low RAM, and systems with non-compatible hardware). The 'grub-n-iso' method can be used to create multi-boot USB pendrives by selecting iso file to boot from in the grub menu. There is space in 'grub-n-iso-n-swap' for a second iso file. You can also start from this link to Pendrivelinux and modify the USB drive to suit what you need: size, number of iso files ...
The Ubuntu wiki page 'grub-n-iso' refers to Lubuntu-fake-PAE, because it is a method to boot the new pae kernel also with Celeron M and Pentium M CPUs without the PAE flag, but with PAE capability. However, the 'grub-n-iso' and 'grub-n-iso-swap' USB boot drives use the standard Lubuntu desktop iso file without any fake-PAE installed, and it can boot almost all computers, that can run 32-bit systems, but it cannot be used for UEFI systems.
'grub-n-iso' for all PCs
64-bit versions work only in 64-bit computers. 32-bit versions work in 32-bit and 64-bit computer with BIOS, and now also with UEFI. It is possible to create 'grub-n-iso' pendrives that boot most PCs with Intel and AMD processors according to the following links,
But old style 'grub-n-iso' does not work in UEFI mode.
If you want to boot in UEFI mode and install your Ubuntu flavour alongside Windows, you can use for example the ubuntu-16.04.1-desktop-amd64.iso directly.
There is a good wiki page about booting with UEFI