How to create bootable USB for Linux with persistence

(1) Download Ventoy from https://github.com/ventoy/Ventoy/releases e.g. ventoy-1.0.71-windows.zip

(2) Unzip it and in step (3) run Ventoy2Disk.exe to create bootable USB

(3) Download an iso image from say (3.1GB) ubuntu-20.04.4-desktop-amd64.iso from https://ubuntu.com/download/desktop

(4) Open the Ventoy2Disk.exe program (after unzip in step (2) above) and click install to an USB flash drive (say 16GB or above), you can choose Secure boot and/or GPT if you want to. For me, I choose GPT and without Secure Boot. But for older hardware say MBR and without Secure boot, you might want to choose the default.
Attention that the USB drive will be formatted and all the data will be lost after install.

(5) Copy the downloaded ubuntu-20.04.4-desktop-amd64.iso to the USB drive in /iso/ folder of the USB drive. You have to create a new folder /iso in the USB drive first.

(6) Follow the instruction to create /ventoy/ventoy.json (step 9 below) in the USB drive as per format in /ventoy/ventoy.json. You might need to create /ventoy folder first in USB drive.
(7) Download the pre-created persistence image files from https://github.com/ventoy/backend/releases and uncompress it using pkzip for Windows or in wsl use p7zip package. For ubuntu persistence file you have to use the casper-rw file e.g. uncompress the file persistence_ext4_4GB_casper-rw.dat.7z.

(8) put the uncompressed image persistence_ext4_4GB_casper-rw.dat to /persistence/ folder of the USB drive

(9) Copy the iso grub menu to USB disk and save as /ventoy/ubuntu.cfg and edit it so as to skip the file check and skip the try ubuntu

if loadfont /boot/grub/font.pf2 ; then
	set gfxmode=auto
	insmod efi_gop
	insmod efi_uga
	insmod gfxterm
	terminal_output gfxterm
fi

set menu_color_normal=white/black
set menu_color_highlight=black/light-gray

set timeout=5
menuentry "Ubuntu 20.04 persistence" {
	set gfxpayload=keep
	linux	/casper/vmlinuz  file=/cdrom/preseed/ubuntu.seed persistent fsck.mode=skip quiet splash ---
	initrd	/casper/initrd
}
menuentry "Ubuntu (safe graphics)" {
	set gfxpayload=keep
	linux	/casper/vmlinuz  file=/cdrom/preseed/ubuntu.seed maybe-ubiquity quiet splash nomodeset ---
	initrd	/casper/initrd
}
menuentry "OEM install (for manufacturers)" {
	set gfxpayload=keep
	linux	/casper/vmlinuz  file=/cdrom/preseed/ubuntu.seed only-ubiquity quiet splash oem-config/enable=true ---
	initrd	/casper/initrd
}
grub_platform
if [ "$grub_platform" = "efi" ]; then
menuentry 'Boot from next volume' {
	exit 1
}
menuentry 'UEFI Firmware Settings' {
	fwsetup
}
fi

(10) Add the conf_replace to replace the default grub menu the json file in /ventoy/ventoy.json will become

{
    "persistence": [
        {
            "image": "/iso/ubuntu-20.04.4-desktop-amd64.iso",
            "backend": [
                "/persistence/persistence_ext4_4GB_casper-rw.dat"
            ],
            "autosel": 1,
            "timeout": 10
        }     
    ] ,
    
    "conf_replace": [
        {
            "iso": "/iso/ubuntu-20.04.4-desktop-amd64.iso",
            "org": "/boot/grub/grub.cfg",
            "new": "/ventoy/ubuntu.cfg"
        }
    ]
}

(10) Bootup the USB drive and you might need to enter BIOS (e.g. F2 and choose the USB drive as first bootup option and disable Secure boot) in your computer and choose "Try Ubuntu" and don't choose Install.