Ok, might have found the fix ( at least for mine). Followed the above instructions however VM/Win10 was still not recognizing the USB Thumb Drive. Went to Mac Security & Privacy / Firewall / Firewall Options. Added VMFusion.app to allow incoming connections. Shut down both VMFusion and Mac then rebooted both. Checked VMFusion virtual Machine Win 10 settings / USB & Bluetooth, now Thumb Drive listed. Inserted Thumb Drive and received message box "Connect to Mac / Connect to Windows"
Hope this helps