If the uefi update is just a file that the bios can read in or if it can run from windows than there is no problem with having extra files on the same USB.
If the uefi update needs to be installed onto the usb it could mean that it will format the USB which would destroy the installation files.
Edit:
Also calling this thread just windows install is not helping you find people that know about uefi updates and how they treat usb drives.