It is quite ease (but not as ABC).
Step 1: What You Need.
2. Lego brick :)
3. Epoxy resin or silicon or liquid plastic.
4. Syringe with needle.
5. Small file or drill.
Step 2: Ready...
First I measured my USB stick. It has 48 x 16 mm (length x width). Thickness is not important. Than I started to look for brick. Non of mine fits and non of mine was transparent so I googled again. I found this website and there I found brick which is almost ideal.... almost because inner dimension is too small. Exactly 1.2 mm... Anyway I ordered it. Part number is 46212. (direct link to brick).
Step 3: Set...
When I cleaned brick from inside next step was to apply "something" inside. I decided to use Smooth Cast 310. It is easy to use, relative cheap and what most important I had it already :) You can also use epoxy resin or silicon.
Because I needed only 3.5 cm3 of liquid and there were so tiny holes between brick and USB stick I used syringe with needle to apply liquid.