Let me make the following assumptions for example purposes:
/dev/sdb1 is the partition for the flash drive
ext4 is used as the filesystem
flash drive mounted as /mnt/games
First we add the device to be mounted at boot (ignore filesystem checking, you can make this 0 2 if preferred for filesystem checking) sudo echo "$(blkid /dev/sdb1 | cut -d' ' -f2) /mnt/usb ext4 defaults 0 0" >> /etc/fstab
Next we mv all the existing ROM data to the flash drive mv /home/pi/RetroPie/roms /mnt/usb/roms
Create a symlink from the existing location to new ln -s /mnt/usb/roms /home/pi/RetroPie/roms
You should subsitute ext4 for FAT32 in the first command then. Additionally run blkid /dev/sdb1 by itself to determine which field has the UUID and change the -f int he cut command to match.
It will then use onlyt he flash drive. Symlinks are treated as if they exist in the source when they do not. So your SD card will not be written to using this method as it will reirect to the flash drive.
As with any advice on commands given via the internet ensure you have backups and check man pages if unsure. Not responsible for data loss. I have not tested this but was discussing it with someone earlier in any case.