I noticed the latest version of Parted Magic has the option to save files and settings.
I noticed UNetbootin has introduced the option to save files and settings in Ubuntu, while running from the iso.
I have not used either, just noticed the options are available.
Tinycore has advantages:
1 it starts a lot quicker.
2. You can choose which apps to install.
It will be interesting to see what other distros introduce in the future.