Can't create an encrypted data disk

What procedure or guide are you using to encrypt the usb sticks. I have several sticks set up with luks and ext4 formatting on a UEFI machine with no problems. You don't mention the applications or method you are trying to use or if you are following instructions etc from elsewhere.

Although I am on 14.04 I have no trouble setting up luks encrypted drives on this UEFI machine, I doubt it is the UEFI that is causing the errors more likely a procedural problem.

--This-- is a simple guide I followed to set up luks and ext4 usb sticks. Pretty simple procedure, towards the end it shows you how to unmount the volume and set a label name rather than relying on uuids for identification.

Edit: just noted the tag on the thread shows you are using disk utility. Mine are set up directly from the terminal with the "luksformat" command not with the disk utility.