booting multiple Linux OSes from a USB stick is tricky with many bad combinations possible.
Most solutions are destructive to data already on USB stick
I've been trying Ventoy [destructive, poor persistant support], and MultibootUSB
MBUSB so far for me has worked on
BionicPuppy 32or 64 [high recommended OS great for recovery as well]
PartedMagic 2015 [$11] top recovery OS
slax
Kali [cant remember what version]
gparted [quick partition manager resizer OS]
not: fossapuppy, MX19x, Ubuntu, clonezilla,
tip using MBUSB, create an extra FAT32 partition on USB stick just in case you put the stick into a windows machine, it wont want to reformat it
manual multiboot method
create a storage / save file area partition FAT32
create a few 6GB or more ext4 partitions on the USB
and install each OS .iso to each separate partition using unetbootin. mint, MX, kali, puppy ..
each partition will have their own boot manager.
to select what partition to be active
you'll need to run gparted and set that partition boot flag ON