This is rather obtuse for those non-technical folks, but for us of the geekly breed it's quite easy.
Technically the Pick-Lists can't be exported to a CDP, but there's a way around it, except for the default list.
Take the Asset KUID list.
Open a CM window
Add in Asset Kuid to the installed view by expanding the filter and clicking on the + on the right.
Paste the listed Kuids into the space provided by Asset Kuid.
The assets will now be listed in CM
CTRL-A the assets in the main window.
Right-click and export to CDP.
The Caveat is the CDPs can be quite large depending upon what's been placed in the Pick-list.
Now it makes me wonder if assets can be sorted this way by viewing the assets using the method mentioned above, adjusting the asset order, then adding them back to a new pick-list.
Now is there a way to back up the saved filters? I have my most used content creators listed there.