Read Hanccocka's article here:
How frequently do you need to perform this backup in order to be confident that it will be valid for restoration later?
Is this something you can just do once, shortly after you initially install ESXi and rest easy knowing you have a second copy of the installation if you need it later?
Or do you have to redo the backup under certain circumstances because the contents of the USB key have changed (e.g. installing an update for ESXi, changing some major configuration setting, etc.)