First, from time to time I need to transfer data between arbitrary computers with Windows 7 or later (and, in seldom cases, from/to Mac). I prefer to use a USB drive with a FAT32 partition for this purpose. Second, I boot Debian live from external media every once in a while. For this purpose, given a completely free USB stick, I typically
dd an image from http://cdimage.debian.org/debian-cd/current-live/amd64/iso-hybrid/, but I'm ready to change this way of creating live partitions.
How to achieve both goals using the same USB pen drive? (Yes, I know that persistence is not enough: both the FAT32 partition on the drive has to be usable under Windows, and the Debian live has to be bootable. Yes, I've tried Unetbootin; it didn't produce a bootable pendrive; don't ask me why, I have no idea.)