Showing off the easiest way ever to make a liveUSB /w persistence.
Step 1 (not shown) - make a liveUSB with a tool like unetbootin (included in MX by default).
Step 2. - boot and select a persistence option from the boot menu. It doesn't get any easy than this.
mxlinux.org
forum.mxlinux.org
Thanks for Watching!
d.o.