This is definitely something we still want to do - we have a couple of upcoming games that could really make use of this functionality, as well as Mutants & Masterminds. Unfortunately, HL wasn't designed to save out individual pieces of a hero, only a whole hero at once; as a result, we can't accomplish this quite yet.
It is definitely still on our list of "important features for M&M", though, since it would be useful for both editions of the game.