Poking a USB device into a Mac causes it to be automounted, with suitable entries appearing in /dev. Ejecting or unmounting the USB device makes all the /dev entries disappear, which makes it difficult to use low-level disk utilities such as dd on them.
To get around this, you need to do the following in Terminal:
diskutil list
diskutil unmountDisk /dev/disk3
Then you can work on them; the first command lists all the attached disks, you could instead type mount to see what /dev entries match with mounted devices (which are in /Volumes).