It can be done, but this is one of the few cases, where I still use copy/paste in a script because execution tends to be quicker.
If you know you'll be dealing with relatively small founds sets, or are willing to put up with the delays for large found sets, here's a looping script that does the same as copy all records:
Go To Record/request/page [first]
Set Variable [ $ValueList ; Value: List ( $ValueList ; YourTable::YourField ) ]
Go To Record/Request/Page [next ; exit after last ]
Fantastic - that's a wonderful solution - copy and paste can be spotty on some remote desktop scenarios - hence the reason I was looking for an alternative -