Hi Andy:
There are no known limits expect those of FAT32 itself. But as with any USB device, due to various small incompatibilities and deviations from standard, they should do testing with stick they anticipate to use - if that is possible.
Also as a note, that with sticks above 4GB there may be issues with obtaining free space (should use IO_IOCTL_FREE_CLUSTERS and IO_IOCTL_GET_CLUSTER_SIZE instead of IO_IOCTL_FREE_SPACE)H
Hope it helps
Regards
Daniel