if you wanted you can ranme part0 and part01 to both have the same name and add 001 to part1 and 002 to part2 instead then use 7-zip to extract and it will join the parts for you
e.g.
rename part0.iso to game.iso.001
and
rename part1.iso to game.iso.002
right click on game.iso.001 then use the 7-zip menu to extract here, you should then get a single large file called game.iso (This does exact;ly the same as HJSplit, you can even do that from command line if you wanted to)
I have always used USB Loader GX myself (you will want the latest build rather than the latest stable build) anyway with that you can rip direct to the USB HDD in a playable state
My drive is FAT formatted also and by the way you can have split files with ease with USB Loader GX that rips correctly for you if needed (The best all round format for your HDD is Fat32 with 32KB clusters though that will allow GameCube backups as well as everything else you can think of, Windows does not do this on it's own though so you will need a 3rd party format tool like EaseUS Partition Master - Home Edition (That is a free version) that in itself is amazing Format software and can do all sorts without loosing data including converting a drive or partition from one format to another)