An oven, some time, some artistic talent (more than I have, anyway) and some polymer clay are all you need to have a cool, unique thumdrive....Er...I suppose you need a thumbdrive too.
I don't think that these are instructions that anyone really needs. I just wanted to tell the world that it could be done.
Step 1: Remove the case from your thumbdrive.
I suppose I could have taken pictures of this process but there are many manufacturers of thumb drives and the steps probably wouldn't apply to yours.
It's pretty simple. Just find the seam and poke and pry.