Hi,  is it possible to have an NIE without Residency? I’m trying to get the mobile usb stick from vodafone and they ask for NIE. I have neither NIE nor Residency. Does it make sense to do the NIE without residency? is it easier/quicker? Is it at all possible?
Thanks for any guidance on this.

your passport will do aswell

Yes, it is possible.
You will need a NIE for many purposes. From buying/selling a car or property to even get a job. Or an Internet USB stick as you say.
But you do not need a permit of residence to obtain a NIE.