The USB input on the Naim DAC can be a bit fussy about sticks, as others have attested. Just make sure you format in FAT32 and that the entire card is formatted with no hidden partitions - many miss the hidden partitions that premium cards always seem to have for some other software or other. This also means a smaller capacity card is best - and as you can’t easily navigate the stick you’d only want a handful of tracks or maybe one or two albums at most, so a small stick is ideal.
Playing directly off a USB stick on the DAC can sound really good, particularly with hi resolution files. Do try the rear port against the front one - it may sound better. However, as I’ve mentioned above, it’s not a very practical way to use the DAC as you cannot navigate the card beyond skip forwards and backwards.