On mine i can copy as many or as few as i want, it is just a pain.
I do the standard Menu>File>File then UTIL and Set Device to my TP USB port, then Backup, TP Programs, and then it prompts me for each individual file, do you want to save or not. Go through and hit no on the ones that you don't need and yes on the ones you do. I find taking a full backup and just picking out the ones i need later much faster and easier, but you can backup several individual files in one go if you are willing to let it prompt you for each and every TP program you have on the controller.
Mine is R30iB, so it may be a newer feature. This is the only controller i have worked with, so someone else might be able to say whether it worked that way on older controllers.