XP Home Service Pack 3
The USB drive is an Imation 8GB flash drive ie not an external hard drive.
As I had deleted all of the files from the USB and I had the "Wipe MFT Free Space" (WMFS) ticked, CCleaner should have securely overwritten all of the files and the file names from the MFT.
Thinking about it, there are probably 2 ways of approaching the overwriting operation:
1. Overwriting all of the areas on the drive not currently being used ie all of the free space, or
2. Delete only the areas on the drive that are marked as having at some point contained a file via the MFT
If CCleaner wanted to use approach 1, then it would have to overwrite all the free space on the drive, and then to finish the job it would have to remove any deleted files from the MFT. If CCleaner were to use approach 2, then they would need to use the MFT to examine where on the drive to overwrite, before deleting the files from the MFT.
Although I can't be certain, due to the time involved, I think CCleaner overwrites all of the free space, not just the areas on the drive that are marked as having contained data in the MFT. In this case the order shouldn't matter. Option 1 is more secure as the MFT might not be accurate, while option 2 would be faster.
It could be that CCleaner overwrites the free space, but forgets to remove any overwritten or deleted files from the MFT.