... Ah, I almost forgot: of course, a good feature request would be to make all this available directly through the GUI, as in Parallels; i.e., add also USB in the boot options of the VM settings (and also make it unnecessary to manually edit the configuration file).
Well, thinking again about the Kingston flash drives detailed before, probably the ones specific for WTG have better endurance and are better suited for OS use than the others (but they are also rather more expensive)...