Sidecar files might work, and would also be filesystem-portable.
I have to deal already with these on file shares, specifically for Apple: .DS_Store, .Trashes and .AppleDouble, or for Windows: Thumbs.db, $RECYCLE.BIN (for some reason Windows sometimes ignores the fact I've disabled the recycle bin on a share and creates this instead) and desktop.ini. Please don't drop crap around directories where there exist a multitude of tidier alternatives.
It gets annoying real quickly because you see the "crap" files of all the OSes you're not using. And you delete them, you only have to insert the stick and they're back. This happens in different ways for all of Mac, Windows, Android and certain Linuxes.