How to encrypt SSD SanDisk in Catalina ?

Dear All

I have bought two SanDisk Extreme Portable SSD disks. They come as ex-FAT. I have had no problems in the past (pre-Catalina) formatting external non-SSD disks as Mac OS Extended (Encrypted, Journaled), but that is not now an option in the drop-down menu.

Is there a way that I can encrypt these disks or should I just create an encrypted read-write disk image from the disk and use that ?

Thanks

Bill