I've recently been engaged in writing the firmware for a USB HID device on the F042 and naturally I didn't want to use the bloated HAL/Cube libraries so I implemented an efficient stm32plus driver (https://github.com/andysworkshop/stm32plus/blob/master/lib/include/usb/f0/hid/UsbCustomHid.h) for custom HID devices and included a new stm32plus example (https://github.com/andysworkshop/stm32plus/tree/master/examples/usb_device_f0_custom_hid) to support it.
I wrote a blog post (http://andybrown.me.uk/2016/01/09/f042usbhid/) to support the driver and the example and padded it out with, hopefully, all the information that you need to write and debug STM32 F042 USB devices connected to a PC.