I know this is a very old post but I came across it because I was also having trouble getting Batocera to boot from USB on a UEFI system. For anyone else Google sends this way: the solution I found is to create the USB using Win32 Disk Imager. When I used either Rufus or Balena Etcher the USB would not appear in the boot menu but when I used Win32 Disk Imager it did.