I have seen complaints from users who have not been able to restore system and application settings from backups that were created on external media. I also could not fully use this function. But if you format the flash drive in GrapheneOS before creating a backup, then your chances of successful recovery will increase significantly.
But moving backup data created on a flash drive inside the media (for example, from one folder to another and back) using the built-in file manager is a sure way to spoil all backup data. I don't know what's going on, but any file movements using the built-in GrapheneOS file manager make it impossible to restore the system from such files. But if you perform the same move manipulations on a Samsung smartphone, then this will not damage the folders and backup files on the flash drive at all, and you will be able to successfully use them for recovery.
In addition, I found an extremely unpleasant moment of inappropriate behavior of the built-in file manager when I tried to copy data from flash drive to a folder on GrapheneOS. The fact is that the system cannot understand whether the data has been copied to the end or not.
The transfer process notification window is stuck with the phrase "0 seconds left". Only after comparing the size of the copied files on the flash drive and in the file manager, making sure that the files were copied completely, I disconnected the flash drive without waiting for an adequate response from the system. But, out of curiosity, I did not close this window with the control of the copying process, and decided to observe how long it would hang in the system. As a result, after an hour of time, and even after rebooting the device, the system continued to inform me that "there are 0 seconds left". After such performances of the system, I simply installed another, third-party file manager. Unfortunately, the system does not allow you to disable the built-in file application.