Is it possible to run Windows 10 on a SD Card?

Good morning people,
I am just wondering if it's possible to run Windows 10 on a external disk (SD Card or whatever) from my MacBook Pro (15-inch, 2017) with macOS High Sierra (version 10.13.4). My disk is only a 256GB and, as you can imagine, it's really hard to find room for another operating system.

I was trying this tutorial (How to install Windows 10 on Mac using an external drive - YouTube), but at the end of the process on the Startup Disk panel the message I was getting choosing "Boot Camp Windows" on my external 1GB disk was: "You can’t change the startup disk to the selected disk. The bless tool was unable to set the current boot disk.".

I've found a similar post about this problem and it seems related to the use of Master Boot Record (MBR) instead of GUID Partition Table (GPT). I have no idea how to change it, but is it worthwhile to keep trying or better to let it go?

Thanks in advance.