I keep a drawer full of USB drives – a number of which are used for rescue boot purposes. I recently learned about 2 new alternatives to burning ISO images to separate USB sticks.
Ventoy is a free tool to create a bootable USB drive that boots to a menu and lets you boot from any ISO/WIM/IMG/VHD(x)/EFI files you have copied to the USB drive.
IODD bootable Virtual CD/DVD/Blu-ray Drives
IODD makes two devices that provide a similar functionality via a detachable USB 3.0 drive. The IODD 2531 and IODD 2541 are hardware devices that allow you to copy ISO images as well as virtual drive images like VHD and VMDK, RMD, and even virtual floppy IMA images. You can select the image, plug it in, and then when you boot from the USB device it exposes that image to the system.
The IODD devices are fairly cheap at around $50 and are a pure hardware solution.