Uefi booting does not need or use an 'mbr',
just an appropriately populated '/EFI/' directory in the root of a 'fat32' partition.
All OS's can extract the contents of a '.zip' archive.
This project demonstrates that Puppy Linux does not need to be released as a '.iso' file, there are aternatives.
Each archive contains a copy of a Puppy Linux frugal install, suitable for use on a usb stick.
This includes Grub2 configured to boot the included Puppy Linux.
The advantage of using a '.zip' archhive is that there is no need to install any 3rd-party software to start using Puppy Linux.
Start with an empty usb stick.
Download one of the '.zip' files and extract it's contents onto the usb stick.
On Windows you can right-click on the '.zip' file, and select "Extract All...".
If using Windows to do this, it's probably a good idea to execute the '\win-util\Turn_Off_Fast_Startup.bat' file that is on the usb stick.
On some machines, that will be enough, uefi boot the usb stick.
On others, you may need to define the fat32 partition as bootable;
On Linux set the "boot" flag using "gparted";
On Windows "Set partition active" in "Disk Management".
These are a more recent development.
They have the same contents as a '.zip' file.
The advantage of a '.sfs' file is that it can be directly booted by Grub2, just like Grub2 can boot a '.iso' file.
The disadvantage of a '.sfs' file is the absence of support in native Windows for extracting it's contents.
Although it can be extracted to a usb stick with a command like:
"unsquashfs -f -d /mnt/sdc1 /path/to/the/Puppy_release.sfs"
The contents of a '.sfs' file can be listed with a command like:
"unsquashfs -l /path/to/the/Puppy_release.sfs"
Note: Please do not confuse one of these '.sfs' files that contain a complete Puppy frugal install with a 'puppy_...sfs' file, which is one of the files inside it.
Any '.zip' or '.sfs' files of Puppy releases, are available here.