I wanted to plug one of them over USB, but it seems that docker just doesn't like to have volumes on external drives. AFAIK docker starts before the drive is fully mounted, preventing it from doing so. I couldn't find any reliable way to work around this (but I'm open to suggestions!).
You haven't said what operating-system you're using, how your mount was configured, or how you're starting docker or your containers. An external drive is the normal way to do this, though, and I do it on Linux with ZFS drives and docker-compose auto-starting the containers and it works fine.