Good questions!

I assume getting a persistent environment in a USB recovery stick is a bigger task?

I actually don't know if penguins-eggs allows persistent environments 🤔 . Though, other tools might be better fit for the job. Personally I'd recommend you to follow this guide for openSUSE Leap. A similarly good guide/documentation for Debian is absent, and openSUSE Leap is likewise a good fit due to it being supported over a longer time period as well. The steps outlined in the guide might be a bit more involved, but the team behind openSUSE have done a wonderful job to ensure accessibility.

I’m imagining that, with your method, I would need to repeat this process any time I wanted to update the image or load specific new kernel modules/drivers?

With the method outlined in my previous comment, you only have to repeat the process from scratch if you didn't save the Debian install some way or another. If you did keep the Debian install around, then you could just; open it up, apply some updates/changes or (un)install additional packages and make yet another live image out of it. Granted, the openSUSE Leap persistent Live USB that has been previously mentioned in this comment is easier to change later down the line regardless.

Btw, -to my knowledge- the persistent Live USB environment is also possible on other distros like Debian, Fedora, Ubuntu etc. So arguably it's best to first look at which distro satisfies your needs in regards to package availability. After which, in my opinion, LTS/Stable releases ought to be preferred over the others.