Store them on a an encrypted volume? Or encrypted external media?
Depending on your use case you can maybe just encrypt the data and not the whole VM.
If someone is going to take a closer look at the device or OS (and is specifically looking after you) then they could possibly bug your PC. A standard Qubes install with FDE might not be enough in this case.
Take a look at: Feature Request: Peace of mind when crossing borders - #9 by Sven