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To create a UEFI live USB (running Ubuntu if that matters), my understanding is that the simplest method is to create a FAT32 partition and copy the files from the last ISO there. I would also have to mark is as boot using gparted or parted /dev/sdX set 1 boot on

However, what if it's an older pendrive, used as live USB with an MBR for legacy booting?

I understand that MBR and GPT are different disk layouts. Don't I have to convert from one to the other? Don't I have to destroy the previous bootloader?

Don't I have to convert this MBR disk into a GPT disk?

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What you describe is enough to boot Ubuntu and other linux distros in UEFI mode

The UEFI boot system is looking for an EFI system partition (ESP), and it couldn't care less about leftovers from an old BIOS bootloader.

As a matter of fact, you can make a grub BIOS bootloader point to the same grub.cfg file and have a system bootable both in UEFI mode and BIOS mode.

It is possible to boot Ubuntu in both boot modes with both partition tables, the old MSDOS partition table (MBR) and the new GUID partition table (GPT). (But Windows boots only in BIOS mode with an MSDOS partition table and only in UEFI mode with a GUID partition table.)

See the following links,

help.ubuntu.com/community/Installation/iso2usb/diy

help.ubuntu.com/community/DiskSpace

Details of booting with grub in UEFI mode and BIOS mode

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