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I use both Windows (desktop) and Mac (laptop) and have formatted all my drives as ExFAT. They can be used on either operating system with no issues. I have several external USB3 drives and a Thunderbolt 2 RAID drive and switch operating systems all the time.
It's totally doable, and works like a charm. Just format them as ExFAT (make sure there's nothing important on the drive before formatting it!)