There's a simpler way. I didn't discover it. Someone on the Forum mentioned it but at the time I only made a mental note and was otherwise preoccupied. Today, having a couple minutes before I had to go out I decided to test it, and my sometimes flaky memory.
We've known about Rufus for a couple of years; about as long as UEFI has been around to cause night-mares. Rufus has continued to work. But like other methods of deploying Puppys from Windows what was created was Puppy installed to a USB-Stick which could NOT make use of SaveFiles/Folders.
The Tip ran contrary to the prior thinking which was "Don't create 'persistence' as Puppy has its own method". The tip was 'create persistence on which Puppy can place it's SaveFile/Folder'.
If you know who mentioned it, don't hesitate to provide attribution. Credit should go where credit is do.
So, the recipe now is:
1. Install rufus into Windows or use the portable edition. Edit June 26, 2022. Obtain version 3.17 from here, -old.html*
2. Plug in a USB-Key of KNOWN reasonable size --further explained in Step 6.
3. Start rufus. You'll see a GUI something like this
rufus-persistence.png
4. Under Device select your USB-Key.
5. Under Boot Selection scroll to and select your Puppy's ISO.
6. Under Persistence use the slider to have rufus create a persistent partition of the entire drive less about 2 Gbs. OOTB puppys probably won't need that much. But if later you create an adrv.sfs or a ydrv.sfs --or other READ-ONLY SFSes which will automatically be used on boot-up-- those SFSes may require some space. [Using the Save2SFS module of nicOS Utility Suite, ... 983#p12983 to replace my SaveFolder, I have one which is about 900 Mbs].
Caution: Do NOT check the box which directs rufus to check for bad sectors. It may hang while doing so, requiring it to be shut down; leaving the USB-Key in a state which prevented it from being used as a boot-able key despite reformatting to Fat32 by both Windows and Linux.
7. Click Start at the bottom -- not shown in the graphic.[/url]