Windows can do GPT on hard disks, so why on earth it can’t on USB devices, God 
only knows.  Stupid Windows.  Both Windows and OS X support ExFAT nowadays.

200 MB is exactly the size of the FAT32 ESP (EFI System Partition) that OS X 
creates; I imagine that’s what you were seeing.  And Windows is rumoured to 
only see and use one partition on external USB devices, so in that context this 
experience makes sense.

Even if it is bloody stupid!

General rule: if file sizes are less than 4 GB and medium is less or equal to 
32 GB and there’s a possibility that not only OS X and Windows are in use, use 
FAT32.  Else use ExFAT.  Overheads of FAT32 become noticeable above 32 GB as 
cluster sizes must grow.

BootCamp always uses a GUID partition table, however versions of Windows on 
certain versions of Apple hardware use legacy BIOS CSM emulation.  The table 
becomes “hybrid”, which in simple terms means that it combines GPT and MBR, 
with BootCamp tools combining them and keeping them in sync.  But recent 
versions of Windows (8+) and recent versions of Mac hardware support a pure GPT 
environment, with no hybrid partition.  These are clearly preferable, if you 
can get them, because Windows and OS X are sharing the exact same hardware 
profile.  The most recent hardware (the 2015 model MacBook Pro, for instance) 
dropped CSM; now operating systems booting on it must be UEFI-capable (Windows 
8+, Linux, OS X).

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