

You can do this using Windows Disk Manager.

Note: Before writing the ISO, it is strongly recommended that you delete all partitions from the USB drive if any exist, otherwise it may not boot properly. If you have a torrent client, use the Kali torrent download link to speed up the download (10 minutes) as sometimes throttle web downloads heavily. In this guide we are using the Kali Linux Intel/AMD 64-Bit (Live) image, which most modern PCs support.

An updated guide will be published shortly. I will be using the first method on MX Linux.This guide has not been tested on Kali 2022.1 (released Feb 2022).
