I doubt you'll find any usb thumb drive that remains happy formatted specifically for OS X. I usually format them in a digital camera or phone.
I recalled a trick I found to xfer quantities of files - Instead of viewing the USB device in a primary window, I found that if I drill down from the computer icon on the left first, then to the volumes that are online, then further into the USB device that I could drag as many files as I wished from another Finder window.
Don't ask why that worked - I've got no clues, sorry. This issue is particular to flash drives in my experience, and those always demand to be WIN format.
Like I said, I've moved on from small volumes...it it's in a camera, the camera is usually docked. If it's on a phone, I use BlueTooth or Wi-Fi.