windows – Create a backup of the EFI partition on a USB

I have Ubuntu on M.2 disk y Windows 10 on un SSD

I had install windows with ubuntu already installed, Windows has put its bootloader in the EFI partition of Ubuntu, since the M.2 disk is the first disk, my current situation is as follows

I have Ubuntu on M.2 disk with the following partitions

/dev/nvme0n1p1 2048 1050623 1048576 512M System EFI
/dev/nvme0n1p2 1050624 976771071 975720448 465,3G File system Linux

As a second drive SSD I have Windows 10 with the following partitions

/dev/sda1 2048 34815 32768 16M Reserved Microsoft
/dev/sda2 34816 468860927 468826112 223,6G Data Microsoft

The EFI partition is the first partition of the Ubuntu disk and its content is as follows:

In the event that the M.2 drive is damaged, my intention is to create a backup of the partition on a USB EFI partition

I have tried the following: I have created a FAT32 partition on the USB, I have created the partition as EFI type and I have marked it as bootable, I have copied the three directories that are seen in the image on the USB into a directory named EFI

My BIOS is configured as EFI and when I boot with the USB it can boot ubuntu without problems but Windows doesn’t boot, my question is…, what should I put or modify on the USB to be able to boot Windows 10 with it?
Thank you