@tone,
Where you plug a usb stick into a host computer and then use software on that computer there is a high probability that some fragment of the data will be copied onto the host and remain there in a recoverable form (admittedly, requiring some tools, but they are so easily available online that that is not an issue to any third party).
The key questions is:
If the file is so sensitive - should you be plugging into an uncontrolled host?
If they answer to that is yes that you need to work on it on a third party system then perhaps a better approach is to create a live linux usb with its own persistent storage so that you do not use any software on the host. That is certainly possible with Kali linux (I haven't used it myself so this is not a recommendation just a statement of the possible):
If you are even more paranoid you could use tails which is a live cd for use with the TOR system:
https://tails.boum.org/
Although that may well attract the attention of black vectra drivers.
EG