Open Disk Utility and Format/Partition your USB key with a GPT partition table and Untitled as the name.
Then run the following commands in a Terminal:
Example for Sierra:
[raw] sudo /Applications/Install\ macOS\ Sierra.app/Contents/Resources/createinstallmedia –volume /Volumes/Untitled –applicationpath /Applications/Install\ macOS\ Sierra.app
[/raw] Example for El Capitan:
[raw]sudo /Applications/Install\ OS\ X\ El\ Capitan.app/Contents/Resources/createinstallmedia –volume /Volumes/Untitled –applicationpath /Applications/Install\ OS\ X\ El\ Capitan.app
Now you are ready to run Clover!