Very interesting, Thomas. I'm writing this e-mail from the Debian system I've installed using the method you described in detail. The only difference is that I used cp instead of dd. My USB stick has now 3 partitions, two of them reserved for images and the other one for regular use. I included a README in the stick that describes in a very general way the steps taken to make it work, for future reference in the case I need it. I will include it here, for it might be useful to someone else:
Preparing a USB stick to boot Debian: *
1. lsblk to find out device number.
2. Unmount device.
3. Wipe filesystem signatures if there was an image written to the stick.
4. Partition USB stick with parted (don't forget the boot flag).
5. Create the filesystems.
6. Download .iso.
7. Copy .iso (to preserve the original one).
8. isohybrid --partok copied .iso.
9. As root, cp "partoked".iso /dev/sdXY && sync.
10. Reboot and select the USB stick to boot.
* Under BIOS at least
Thank you very much for the replies!
PS - I'm curious about this: when I opened the images with an archive manager (more specifically with the one that comes with the MATE desktop), I saw a directory named "[BOOT]" that contained files with a name along the lines of "...no-emulation...". The date of creation was 1969. Pretty weird, haha. Do you have any idea about what it is?