Depends which stick you have. If you have the Aeotech stick, there is a backup utility. I personally use this and have an extra stick ready to go that I could flash the backup to and be up and running quickly.
If you have something else, like the HUSBZB stick, you would have to re-pair all devices again as there is no backup utility.
Regardless of the stick, you should still be backing up your Hass config regularly, including the zwcfg_xxxxx file which contains device specific config information for paired devices.