This is something you might want to add to the Wiki or any documentation:
If you store ROMs on external media, format them as EXT2, not as FAT32, EXFAT or anything else.
I have installed Batocera on the primary SSD of an old laptop and was running out of space. I thought that moving some more obscure stuff (Atomiswave) to an external storage and then switch to that when I want these would solve my problems. Unfortunately whenever I tried to boot with this USB inserted, Batocera was SLOW. It took minutes for the black screen to go away for Emulation Station.
On a hunch I reformated the external stick with EXT2 format. You need extra tools to do that on Windows. (See link below). With that Batocera booted with nearly the same speed as with the internal drive.
If you want to directly use EXT2 media, this is an excellent piece of commercial software:
It lets you mount any Linux-formated media as standard Windows drives. Works great with Batocera SD-Cards for Raspberry PI and is a LOT faster than doing stuff via network.