You can set the storage device for the epg.dat file by editing the settings file in /etc/enigma2 when enigma is stopped.
Deafult is Hard drive.
init 4 (to stop enigma)
edit now /etc/enigma2/settings
add or change
config.misc.epgcache_filename=/media/usb/epg.dat (or another location to your choice)
init 3 (to restart enigma)