You can create a custom BP function where you create “New Slot Instance” then you call “Save Actor” on each of the actors/pawns that you want to save.
Then do the same with “Load Actor” node from an instance of a Savior slot class.
I believe on the player pawn or controller of the demo project there is a sample of that, saving only specific actors instead of using Save World.
They are bound to some raw keyboard functions on the uber graph of the Blueprint.