In your case dump will write to file, so it needs a filesystem to place the file on it.
With both FreeBSD and OpenBSD you don't need to label the disk. FreeBSD will access the drive with it's slice numer, say /dev/da0s1.
OpenBSD will create a virtual or spoofed disklabel, which you can see with running the OpenBSD disklabel on the external USB disk.
If all computers are networked, then there another less complicated option. Just tell dump to send the dump over the network to the Apple box, having the external USB drive connected to it. I do this with my OpenBSD router/firewall.
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You don't need to be a genius to debug a pf.conf firewall ruleset, you just need the guts to run tcpdump
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