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I tend to leave the GPX on the PC and keep the processed .fit course files on the SD in another folder. On a long ride with many sections, say PBP, I will just leave the PBP-related .fit course files in the Courses folder. Means I don't have to scroll past a load of irrelevant rides when looking for next bit of the course.
I guess having the GPX there too could prove handy if you can get access to a computer on the road. Might do that as well, although I'm already carrying spare devices.
As has been said put everything on an external memory card, additional to this I also store the raw gpx files on the card in their own folder. This means that I know where they are and can be re-used if necessary.