Backwards compatibility files

Nope something thats not capable right now.

If you have a USB 3.0 external storage with a capacity of 256 GB or greater, you can use it to hold Xbox One games and apps.

Miss Rockstar x

Is absolutely correct has I have done it myself both on Xbox one, one s and one x just make sure when you plug it in format it for your xbox

It is not possible to transfer game saves to your Xbox One via a flash drive however if you are an Xbox Live Gold member you can move you game save to the cloud and you Xbox One will be able to see and
use this file when playing a backwards compatible game.

https://support.xbox.com/en-GB/games/game-setup/cloud-save-games

Well, if you still have a real Xbox 360 and an active Gold membership, you can do it like this:

Save your backwards compatible game on the Xbox One, then make sure to quit the game by going to the Home screen, pressing the Menu button on the main game tile with the 360 game running, and choose "Quit" from the menu.

This forces the Xbox One to synchronize the savegame with the Cloud.

After the sync is complete, go to your Xbox 360 console and make sure you're signed in with the same Microsoft Account email.

Then go to the Settings menu on the 360, and under storage, insert your USB drive, and let it be prepared for storage, if it isn't already.

Then open your cloud storage, and copy the desired savegame to your USB drive.