This time I am writing this down. There are lots of resources in internet about this but most of them are not working for me so here is something that I use to make my USB stick work with Windows - again as simple and straight as possible.
Example of device /dev/sdg. You can look the device up from realtime log “journalctl -f” and inserting the USB drive.
Slightly out of topic but to get the job done here is the alternative method you can do in Windows. So if it's still not working plug your USB to Windows, open cmd as admininstrator, start Diskpart and give following commands.
That should cover it. No more lottery about making a Win compatible USB :)