I have two ideas.
First, why do you keep making new shows? Why not make a master show and then just use what you need to from that? I mean, I did that with MyDMX, and I plan to do the same thing with Compu Show soon for similar reasons. Just one BIG show file with lots of stuff in it.
I do get why you don't want more than you need in the show file. Less confusion and less to deal with.
The second one is to do as Jingles is suggesting, which would be to make your "mother of all shows", and then save-as based on that and delete all the stuff you don't need based on the new file you just saved.
I get the need to want to import. I am migrating from MyDMX to Compu Show. Unfortunately the stuff in MyDMX is a "total loss" because I can't import it into Compu Show. At the same time, the stuff from MyDMX isn't really a total loss because I still intend to use MyDMX. But this is more acceptable to have this sort of issue of changing software packages.
However, even when I use myDMX, I use the same universe for all my shows(as I will in Compu Show). So, when I start a new show, I go to my master MyDMX file, SAVE AS, and then delete out a lot of stuff. My latest example is a big show I am working on. I basically only needed the universe and a couple of blackouts and big wash scenes. The rest was deleted.