Unlikely attacker can crack the key protecting data
Q: One of my users lost a USB drive protected with BitLocker to Go. What steps do I take to ensure the data isn't compromised by whoever found it?
A: Do nothing! The data on that USB drive is protected in a very cryptographically strong way. Even if a capable and highly motivated attacker comes into possession of the drive, it is very unlikely that he or she can crack the key protecting your data. Brute force attacks against the key or the password are expensive and take a very long time (centuries with current equipment).
Many administrators look for a "self-destruct" feature for BitLocker and BitLocker to Go. Unfortunately, this isn't a feature of Windows, but in most cases, it doesn't need to be.