Yeah that's what I do currently when I watch a 4K movie. Kind of a pain in the ass, but better than low bitrate encodes. Planning on buying
this, since the write speed is so fast (most memory sticks have really low write speeds, even expensive USB 3.0 ones)
If you plan on buying a new stick, I highly recommend looking up the write speed. Most manufacturers don't list it either, so you may have to look up reviews of each one. Amazon customers usually share benchmarks which helps. (don't read their comments though, most people don't know how any of this stuff works)