I would say create an NTFS partition and use that. NTFS on Linux has been pretty reliable with the new in-kernel NTFS3 driver, especially since recent kernels. And on macOS, you can use the Tuxera NTFS driver, which is also pretty reliable (FWIW, I've been using this for many years now without any issues).
Now here are some alternative options, and why NOT to use them:
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exFAT: While this should work out-of-the-box on both Linux and macOS, unfortunately it's not a reliable FS and not meant for usage on internal drives. exFAT lacks several data integrity features found on modern filesystems, such as journaling, data checksums, atomic writes etc. Basically you can't trust exFAT with your data.
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APFS: There's an experimental driver for Linux, but it's considered quite experimental, so I wouldn't recommend it. Paragon also makes a paid APFS driver for Linux, but I don't have any experience with it. Personally, given how new APFS is, I wouldn't recommend using Paragon's driver. NTFS on the other hand has been around for decades, is far more widely used and battle-tested, and is well understood by third-party driver developers.
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HFS+: Support on Linux is mediocre at best. In theory, it's supported, but filesystem checking is essentially nonexistent without a lot of manual work, and it has issues sometimes if the filesystem was not cleanly shut down. Performance is also not particularly great, and the driver is not widely used with means it's more likely to have undiscovered bugs.