Open GUI and create a bunch of wallet addresses, then navigate to wallet.bat and cut and paste that wallet.dat file to your backup location, call it wallet1.dat.
Open the GUI again and you will have a blank fresh wallet.dat. Do the same with that, wallet2.dat
Repeat until you are satisfactorily endowed with wallets.
When you want to use a particular one of your arsenal of wallets, you just copy and paste it into the zen folder and over write the current wallet.dat, open the GUI and that wallet will be active.
When you are complete, move it back to the backup location.
You should also back up the block index whenever you do backups so that if you ever want to use your wallets on the GUI on a different machine, you don’t need to download it all again.
Doing this you literally can have the GUI, multiple wallets and the blockchain, on a flashdrive. As everything is stored on a separate device, after you’ve finished using a particular computer, you can just shred all the zen files off it and have your wallet safely cold stored.
This is the safest way I’ve come to understand using Swing wallet, providing the flash drive is encrypted.