@infabls You make your live more difficult with this option. First to understand, Batocera/Recalbox are not packages running under Linux, but own operation systems using parts of the Linux kernel. So it is always complicated to install dubble boot if you have not deep knowledge about the system.
The most easy dubble boot is not based under Linux or Windows, but from the bios on. Bios offer already the option to boot from different origins, So easy in Bios to define Usb as first booting device and Linux on hdd as second, or call booting menu or....
Now, if you have free place on your hdd for Batocera, you can easy create a partition with some name as Batocera, Data_Share or what you want. After booting from Usb with your Batocera version, in the Emulation Station/System you can choose this partition as your Rom (share) repository. And when Batocera new version appears, easy to update or replace. Much more easy as with a system on hdd. Where anyway you will need 2 separate partitions. (minimum, under windows you will need 3)
The time that you win running system from hdd, is not notable, as the loading of the roms from hdd will take most time.
I use everywhere the smallest adapter up to 256GB (32GB will be enough) You dont even see him in the Usb slot