Files on External Drive

You should leave them undisturbed. I know it's an annoyance to see them on Windows but removing them could potentially cause problems on your Mac if/when you reconnect the drive to your Mac.

BTW, the ._xyz files are not Extended Attributes; they are what's known as a resource fork, something inherent in UNIX-based systems like macOS. macOS preserves the content of the otherwise invisible resource forks by writing them as files when you copy to a Windows-formatted disk like exFAT.

If this is a disk that you normally use on your Mac for backup purposes, it would be preferable to use a Mac-formatted disk (APFS if it's an SSD; MacOS Extended Journaled if it's an HDD). Note that you cannot just "change" the format of a disk, you would have to erase & reformat, so an additional backup on another drive would be necessary before reformatting that disk.

The format to use for your TM backup drive depends on the version of macOS that you are running. You posted here in the Big Sur community, so assuming you are on Big Sur, you should use APFS even if you are using an HDD for TM.

Here is more information about it from Apple -> Types of disks you can use with Time Machine on Mac - Apple Support Be sure to select your version of macOS.

(The advice to refrain from using APFS on hard drives pertains mostly to the effect APFS has on hard drive performance. It's not really an issue with TM backups but can be if you need maximum performance out of the hard drive if, for example, you are doing photo, video or audio media work. APFS is optimized for SSD's but certainly can be used on HDD's.)

I'd dedicate a whole backup SSD to Mac backups and use APFS and let Time Machine set it up from scratch. I prefer Carbon Copy Cloner for backups but Time Machine is also OK.

Notice that some Apple's apps (Photos, FCP, Compressor etc) don't work well or at all on non-Mac formats so use APFS (SSD) or Mac OS Extended (Journaled) (HDD) and use FAT, exFAT or NTFS only for sharing a cross-platform volume. And stick to the Disk Utility and uninstall any 3rd party disk software unless you really need it.

macOS might be picky about exFAT specifics do usually it is best to format it on the Mac although in my experience the default Windows format should also work. I am not certain about GUID vs MBR. I presumed GUID should be preferred (formatted on macOS 12 Monterey) but with it only a small portion of 128 GB flash drive was recognized on Windows 10 while with MBR all space was seen also in Windows 10.