Basically you should view your USB stick as you would your record crate or CD case in the old days. Meaning you pick about twice the amount of tracks you’d need for the night from your full collection. You’d base your choice on the kind of gig and your plan for the night (including some plan B tracks).
For RB I’d advise the same. Make one or more playlist for the gig (including mini-playlists if you adopted that tip from DDJT) and just create a USB-stick with only those playlists and tracks on it.
You should be able to quickly navigate to and through the playlists to find your music.
Be sure to check all the necessary fields to index on when exporting to USB-stick, like BPM, genre, key (if relevant, etc.
It also pays to determine what CDJ settings you prefer (continuous play/single play, cue behavior and such) and set those in RB. Export those settings as well. When you show up to the club you can simply load the preferences and the entire unit is set the way you want.
Hope that helps some.