Best filesystem for using SSDs like thumbdrives

Hi! I'm using some of my leftover NVME SSDs basically as USB thumb drives. I got an adapter (it even has a little fan for cooling) and the connection is pretty fast using USB C Gen 3.2 2x2.

I mostly use it to install big steam games that are too big for my regular internal SSD like Warhammer Total War 3.

What I've noticed though is that seems to be a bit unsafe. Steam would regularly get hickups managing that data like it got corrupted or something. I've tested several SSDs from Samsung, Kingston and they're fine when used in other setups.

Maybe using an SSD like an USB thumb stick confuses Windows a bit? If so, is there a filesystem that is resilient when used in this way? I don't mind losing performance or filespace if I can use it more savely.