Deleting probably wouldn't be the best approach, because (a) the drive could just be duplicated before-hand, (b) they'd know you'd done it.
Better just to buy a bunch of USB sticks, wipe 'em all with random noise, use a couple for mundane files, and use a couple for sensitive files — deniably encrypted so as to look like random noise. Then, you can plausibly deny that they contain any sensitive files.
The real issue here is that we shouldn't need to use these sorts of measures. No one will do this unless they're a software professional with something to hide, and "having nothing to hide" doesn't mean you're not still entitled to privacy.
Better just to buy a bunch of USB sticks, wipe 'em all with random noise, use a couple for mundane files, and use a couple for sensitive files — deniably encrypted so as to look like random noise. Then, you can plausibly deny that they contain any sensitive files.
The real issue here is that we shouldn't need to use these sorts of measures. No one will do this unless they're a software professional with something to hide, and "having nothing to hide" doesn't mean you're not still entitled to privacy.