You cannot import them directly, but you can create them fairly easily
1. In TANE, open CM > Edit Picklist, select the list, Open List
2. Select all > LIst assets in new window
3. Select the KUIDs from the comma separated list at the top
4. In TRS19, open CM, add a filter for Asset KUID, paste the list of KUIDs into that field
5. Select them all > Add to picklist.
Done.
