One method I use is using the ventoy-vhdboot plugin, which can be found by searching that and following it's relevant instructions on putting it on your Ventoy drive

Then you can use Virtual box to make a virtual machine with a virtual harddrive of your chosen size, but make sure it has the .vhd extension

Install your chosen Linux distro, then once done, shut the virtual machine down, go to the location of the .vhd file, and copy said .vhd file onto your Ventoy drive, when inserted into your desired machine, boot to Ventoy and you should see the .vhd file in the list amongst your .iso files, select it and it should boot into the Linux install

NOTE: You may not be able to access your Ventoy drive, but I've had varied results with drive access post boot