There are a few ways to install to a usb.
A live to usb,
Live to usb with persistence,
and a full install to a usb just like it was a hard drive.
I know you asked about adding in a casper drive but maybe a full install would be a consideration.
I think pendrivelinux has a few web pages on how to add in a casper file and should help. example.
https://www.pendrivelinux.com/univer...easy-as-1-2-3/