Thanks for your replies, LIGHTNING UK! and ianymaty,
@LIGHTNING UK!
There is no efisys.bin and no other *.bin files. I really don't understand how these bootable (recovery) media work and can't seem to find any information other than on full Windows installation media. (And this flash drive works -- I've tested it). Indeed, the very flexible (blegh) options to create recovery media were a USB stick only (even a USB HDD isn't an option!) I don't know where else to look, I see a bootmgr.efi, bootx64.efi and a boot.sdi files, but no idea what they mean.
@ianymaty
A file back-up is not what I'm interested in, as I'd like to be able to reconstruct the bootable flash drive when disaster strikes. Although I guess I could always try to make a bootable disk from the files at a later stage, but that means I just postpone the research.
Anyway, this is not a big deal as I will still make an image of the system with either CloneZilla or EaseUS PC Backup and not be too dependent on the flash drive. I guess that being a noob I'm just a bit too curious for my own good ;-)
Cheers,
Sando