I'm sure there's many tutorials on the web but I was a bit surprised how a simple UI quirk makes this a lot more confusing than it needs to be. Encrypting external media like USB drives (thumbdrives/usb sticks), Hard drives, SSDs can be a bit cumbersome in macOS. This tutorial will walk through the steps needed to create encrypted APFS external media.
It's been awhile since I've done a quick tutorial but this one warranted it as I found this annoying.
http://blog.greggant.com/posts/2023/1...