I bought a na9200 decoder and 32GB Openview PVR stick to play around with.
To answer the questions above - you can use a normal USB memory stick for the PVR function - *BUT* you have to change low level configuration information on the stick. Specifically, you have to change the Device Vendor and Manufacturer fields of the memory stick to "0V-USB" else the decoder rejects the stick. Otherwise there are no special configuration files.
Visit
https://www.usbdev.ru as a starting point for the tools to change these fields. I successfully modified two Transcend Jetflash 64GB sticks I had laying around to work with the PVR. They use Silicon Motion (SMI) controllers and I used the SMI Mass Production tool's debug mode to update the CID (the version I used was smi_mptool_v2.5.27_v8_m1004_3257enaa)
Can you make a USB HDD work with the decoder? Perhaps... all depends on whether you can find the appropriate tools to change the device IDs. [Left as an exercise for the reader...]