I'm Always Having to Format my USB Thumbdrive

Every time I copy a movie file onto my USB thumbdrive, it stops about 3/4 the way done and I get the Error dialog box, "Error spicing file: No space left on device". This happens on all my thumbdrives. What I have to do is run umount on the drive, then mkfs.vfat on it, mount it, and then the file transfers successfully. But the next time around, if I just delete the existing files and try to transfer another file (a movie), I get the same error and have to umount and format again.

It's annoying. Any clue what causes this? Is vfat the right format I should use? It's just so I can transfer a single movie to my smart TV.

Matt

Lubuntu 20.10