USB Drives always need to be formatted to delete items
The next time you have your USB stick plugged in, open up Trash in the Finder, and you'll see the items that you have deleted in the trash. So, although you are "deleting" files from your USB stick, they are still there, and taking up space. You need to delete the trash when the USB stick is plugged in. This will solve your problem, as long as you remember to regularly empty the trash.