OSTechNix has written an excellent article about How to create persistent live USB on Ubuntu.
I’ve tried Mkusb today and it works perfectly well. Unfortunately not on my derivatives of Ubuntu. I.e. all ExTiX versions. That’s because they are made with Refracta Snapshot. You’ll have to use an Ubuntu original ISO image. I myself used eoan-desktop-amd64.iso (Ubuntu 19.10). As promised I could save all system changes directly on the stick. Persistence! Watch a slideshow below showing the install process.
So I can strongly recommend Mkusb!