Time Machine is not supported with USB hard drives that are connected to an AirPort Express or AirPort Extreme device?

AirPort Extreme: According to its documentation, the new AirPort Extreme will work with Time Machine (see pages 9 and 13). This is contrary to the support document you referenced, as well as others. The 802.11ac Extreme Setup Guide is Apple's only document that indicates Time Machine compatibility.

We have been waiting patiently for Apple to correct the discrepancy. If and when they decide to do that is up to them.

AirPort Express: Definitely not. Its USB port is only for printers.