Not that I've seen. It should be easy to develop but no one has seen the need to make one. Apple has gotten away from Thunderbolt on their newer MacBooks opting for the USB-C/Thunderbolt combination connectors so I doubt there will be any incentive to make one. Too bad, it would have been an ideal device.
There are some very small Thunderbolt external flash Hard drives.
Saw those external HD’s and also a 2013 story on CNET showing just such a device we’re talking about here 128gb Intel Thunderbolt thumb drive ..... Currently use a Transcend double ended thumb drive with USB one one end and a lightning connector for iOS devices on the other in 64gb size. Before I travel my iPhone, iPad and Mac Pro 13 are factory reset and updated so no “easily accessed” proprietary data is on my gadgets. I can backup every gadget from the multi use transcend brand thumb drive after and prior to travel. Leaving sterile gadgets in checked baggage per se.
Was just looking for the fastest way to backup and restore from a thumb drive ...:o) Saw how fast the thunderbolt was compared to USB . Thought i’d try...