No Mac you have done good work. No nasties awaiting you at all.
Now, if the drive is fast enough (and only time will tell !!), put your windows swap file in there too. Absolutely no problems doing this onto a gash drive. If it goes down - nothing important will be lost.
Clean out all the temp files before you make the switch in PERFORMANCE and then the WIN386.SWP file will be contiguous (all it's ducks in a row and connected) or use Norton Defrag afterwards.
I have run this way for years and it seems to be the way to go.
MG