The OP wants a program that protects the pens when they connect to alien PCs.
I say there is no such a program.
First, they rely on traditional AV software with the obvious limitations of the origional principle.
Second, most of those apps are watered down versions of the mainstream, comercial offer.
I put it to you: let the pen be infected. Worry about only when you stick it into your machine.
And that's when Sandboxie comes into line.
Force your USB/CD/DVD entries to run sandboxed. Scan the contents of the externals with your resident AV, with Malwarebytes, EAM free, HitmanPro... if all scans come out clean, then take the files out of the sandbox on to your machine.
My approach won't produce 100% sureness, but it will be the less unreliable option.