It all depends on the size of your database, and how many backups you want to retain. I keep 30 daily backups, and twelve monthly, and this consumes around 42 GB.
However, I would advise against using a USB pen drive for backups, as these aren’t particularly reliable for this purpose. A branded 120 GB portable USB SSD will cost around £25.
If you are asking about Roons backup function which is the only the Database backup then:
I am on a NUC/ROCK (similar to Nucleus+) and have about the same size library as yours and my thumb drive says its is using about 7Gig of memory for the DB backup (I only save 3 backups and backup weekly to this location) been using the same one for several years). So I would say a 16 or 32 gig thumb drive would be plenty. I also back-up to another location (NAS) monthly and keep 3 of those, also.
If you are asking about music file backup then that is a different answer:
I would go with as large of a drive as you can get for future proofing and use for general back-up of other data.